Excited to grow your career?

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.

Learn more about the area:

The Model Risk Management team develops risk measurement methodologies for the entire BBVA Group. It also makes the oversight process of all the GRM models ensuring the consistency and the strategic alignment of the model landscape in GRM. MRM team combines data science, econometrics, and advanced analytics to build tools that support strategic decision-making within Global Risk Management.

Within this area, the Market, Structural, ESG & ICAAP Team focuses on developing quantitative methodologies that integrate physical risks (floods, extreme temperatures, droughts, etc.) and transition risks (regulatory, technological, or market changes) into traditional credit and capital risk metrics.



Supporting ESG risk initiatives and alignment with European regulatory requirements (EBA, ECB, NGFS, etc.). As well as making the oversight of the corresponding models developed in the different GRM Analytics teams.

About the job:

As an MRM Standard Setter, you will work within the Model Risk Management area, responsible for defining the methodological guidelines and standards for the development and integration of climate risk models into economic capital, provisioning, and stress testing frameworks across the BBVA Group. The actual development and implementation of these models are conducted by separate GRM Analytics teams.

This position offers the opportunity to develop advanced machine learning and structural modeling techniques to quantify the financial impacts of physical and transition climate risks within a integral banking environment. This testing process is a key part of the development

📌 Data Scientist Control Manager/Senior Manager (Madrid)
🏢 Bbva
📍 Madrid