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BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.

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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.

About the job:

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)

Skills:

Customer Targeting, Empathy, Ethics, Innovation, Proactive Thinking