CAPITAL MEASUREMENT CONTROL DISCIPLINE ASSOCIATE

¿Te entusiasma hacer crecer tu carrera?
 

BBVA es una compañía global con más de 160 años de historia que opera en más de 25 países donde damos servicio a más de 80 millones de clientes. Somos más de 121.000 profesionales trabajando en equipos multidisciplinares con perfiles tan diversos como financieros, expertos legales, científicos de datos, desarrolladores, ingenieros y diseñadores.

Conoce más sobre el área:

This position is in the Capital team within Provision&Capital under GRM. The team covers Risk Weighted Assets calculation for credit risk on a monthly basis for the main affiliates of the Group through a suite of sophisticated models and technology solutions, in coordination with the local capital departments. The team is heavily involved in model output analysis, regulatory capital and expected loss drivers investigation and report to regulator. The team is also engaged in the design and testing of the IT framework used for the RWA calculation and reporting of the numbers to the Top Management. Frequent interaction with internal counterparties like Accounting and Supervisor, Risk Analytics, Finances, Auditors, Credit Risk Management, Research and IT is also part of the team’s remit.

Sobre el puesto

We need a teammate who is analytic, think big and has a desire to learn the normative CRR duties and take new challenges to join this dynamic portfolio management team to deliver our quality works

Functions:

• Understand and explain the drivers within the models and implemented IT solution that affect the Regulatory Capital calculation

• Provide Portfolio Analysis for all stakeholders from the point of view of Risk Weighted Assets. Reports and ad hoc request for Senior Management

• Interpret the CRR regulation for the correct calculation of RWA, specially for Standard approach.

• Participe in the functional designs of the engines and in the analysis of the impacts.

• Solve and answer all the regulatory request, as well as serve the regulator for OSI, inspections and meetings.

• Attend internal and external audits and Internal Validation team.

Experience background

• +3 years experience in portfolio management, analysis functions, credit risk management, risk lending, related topic but in the engineering side, etc.

Skills:

• Data analysis experience particularly with large datasets. Python/R/SAS and MS Office knowledge.

• Very good communication skills and interaction with stakeholders from different areas of the bank.

Academic background:

• Degree in a quantitative, economic or other math based discipline.

• Medium-high level of English (B2)

Habilidades:

Empatía, Ética, Innovación, Orientación al cliente, Pensamiento proactivo