Capital Measurement Control Discipline Associate

Excited to grow your career?

Learn more about the area

This position is in the Capital team within GRM Capital & Provisions division. The team covers the credit economic capital calculation on a monthly basis for BBVA SA and generate the Map of Total Economic Capital for the whole Group through a suite of sophisticated models and technology solutions. The team is heavily involved in model output analysis, economic capital drivers investigation. The team is also engaged in the design and testing of the IT framework used for the credit economic capital calculation and reporting of all the economic capitals 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.

We need a teammate who is analytic, think big and take new challenges to join this dynamic portfoliomanagement team to deliver our quality works

• Be responsible for the continuous enhancement of the economic capital model of the group.
• Maintain relationships with a broad range of internal divisions within the bank to ensure successful homogeneous implementation of the economic capital model.
• Calculate the Economic Capital for Credit Risk for BBVA SA and coordinate for the rest of the affiliates and maintain the new engines CORE ECO.
• Report and analyze economic capital figures evolutions by type of risk and business Unit.
• Perform economic capital projections to cover ICAAP requirements in base scenario and stress.
• Solve and answer all the regulatory requests, as well as serve the regulator for inspections and meetings.
• Attend internal and external audits and Internal Validation team.