CAPITAL MEASUREMENT CONTROL DISCIPLINE ASSOCIATE

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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 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.

About the job:

Economic Capital Associate

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

Functions:

• 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.

Experience background

• +3 years experience in portfolio management, analysis functions, credit risk management, risk lending, etc.

Skills:

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

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Our organization

We are more than 121,000 colleagues across 25 countries, working in multidisciplinary teams where we understand the importance of work-life balance. We support our clients in the energy transition and are committed to inclusive growth. We are pioneers in adopting disruptive technologies that will shape the financial industry. Dare to define the future of banking!