Credit Risk Junior Data Scientist - Madrid, España - BBVA

BBVA

Empresa verificada

Madrid, España

hace 2 semanas

Publicado por:

Isabel García

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Descripción

Area:

GLOBAL RISK MANAGEMENT

Deadline for applying:

3/5/2023

Company:

001

What are we looking for?
About you

We are looking for an enthusiastic person, who has the following characteristics:

Strong organizational and project management skills to manage different tasks with competing deadlines.
Exceptional problemsolving skills and strong attention to detail.
Ability to explain complex topics in a simple and clear manner.
Proactivity and autonomy to develop different lines of work.

Qualifications:

Bachelor' degree in Maths, Physics, Engineering, Actuarial Science, Statistics or Economics.
Good academic record.
Good understanding of english language (B2).
Fluency in spanish.
Strong exposure to quantitative methods and exposure to finance.

Other aspects that may be valued:

Postgraduate studies in a quantitative field (MSc, PhD).
Professional experience in the area of credit risk modeling.
Handson experience and solid skills of credit risk parameter estimation capital and allowances, IFRS9).
Experience with relevant regulatory projects (EBA new DoD, Basel III implementation, etc.)
Experience in the development and/or validation of IRB credit exposure methodologies.
Good knowledge of IRB and IFRS 9 regulatory requirements.
Experience with Data Mining and Data Modeling.
Good communication skills, ability to present opinions in a clear and concise way.
Analytical and programming skills. (SQL, Python, R).
Experience with Big Data and Machine Learning or deep learning technologies (is a plus).

Overview

We are BBVA, a global bank with more than 75 million customers and a footprint that extends across more than 30 countries.

We work to help people make the best financial decisions and bring the age of opportunity to everyone.

We are guided by our values:
the customer comes first, we think big and we are one team.

Our area

The Global Risk Management (GRM) has a clear strategy aimed at achieving, risk adjusted profitability and recurrent value creation; using a model portfolio approach to manage the group's activity as a basis for a better capital and a better risk management digitization framework.

GRM Analytics is the Discipline, within Global Risk Management, responsible for the development of methodologies and models in the field of risk modelling of the BBVA group.

The analysis and use of new data sources and the implementation of new modelling techniques is a core activity within this team.

About the job

What you will do

You will join the Advanced Analytics COE (Center of Expertise) of Global Risk Management Holding Area.

- you will be part of the team that develop and improve the credit parameter estimation process regarding IRB Models as well as IFRS9 models and Economic Models, in accordance with internal standards and best banking practices.

Support more senior colleagues in the development and maintenance of credit risk models, including the development of appropriate documentation for model methodology and design.
You will perform a critical analysis of the data used to build the model and the methods applied for the sample selection.
You will work in a multicultural environment that will allow you to develop your career in an international context and you will be part of the Data Science Community of BBVA.

Working at BBVA

BBVA is a global company with over 160 years of history present in 25 countries with over 81 million customers.

We are more than 110,000 professionals working in multidisciplinary and diverse teams.

At BBVA, we are ahead of the transformation that is taking place in the banking sector, challenging the status quo, to make life easier to our customers.

Being part of BBVA means developing your career in one of the most innovative companies in finance.

Responsible banking

We're committed to responsible banking to help drive a more inclusive and sustainable society. The future of banking lies in financing the future.

We started out with the spirit of helping others make the best financial decisions.

That spirit remains with us today and encourages us to keep moving forward, prioritizing innovation and digital transformation so that we can put the opportunities of this new era within everyone's reach.

Diversity

At BBVA we believe having a diverse team makes us a better bank.

For this reason, we actively support diversity, inclusion and equal opportunities regardless race, sex, age, religion, sexual orientation, gender identity or expression.

We cultivate a collaborative and inclusive work environment that allows every employee to do their best work.

Our values

Our values define our identity; they are what drives us to make our goals a reality and they guide all of our actions and the decisions we make.

Customer comes first

We think big

We are one team