About the job
BBVA is developing state-of-the-art capabilities designed around the specific characteristics of financial services. As part of this ambition, we are exploring foundation models that can learn from the different forms of information generated across banking, including transactional sequences, product interactions, operational events… We are looking for a Data Scientist with strong expertise in the design, training, adaptation, and evaluation of large-scale AI models. This is a senior position for someone who can address difficult technical problems, contribute specialist knowledge, and take end-to-end ownership of important areas of the foundation model lifecycle. The role will contribute to decisions involving model architectures, training objectives, data preparation, distributed training, fine-tuning, evaluation, and production deployment. The successful candidate will work closely with other engineers, researchers, data specialists, platform teams, and business stakeholders,



using their expertise to improve technical decisions and raise the overall quality of the initiative.
Key Responsibilities
Foundation Model Development
- Define approaches for filtering, sampling, balancing, sequencing, and combining data from different banking domains.
- Design tokenisation, feature representation, masking, and sequence-generation strategies suited to financial information.
- Address the characteristics of sensitive, sparse, imbalanced, and temporally ordered data.
- Detect and mitigate potential issues such as information leakage, historical bias, missing values, geographic variation, and changes in behaviour over time.
- Design, implement, and train models adapted to financial and banking information.
- Contribute expert judgement to the selection of architectures, learning objectives, training strategies, and customer and event representations.
- Work with structured and unstructured sources, including text, tabular datasets, transactions, event sequences.

📌 Senior Data Scientist (Madrid)
🏢 BCO.BILBAO VIZCAYA ARGENTARIA
📍 Madrid