Experteer Overview
As Data Scientist Manager in the General Markets Risk Unit, you will design and implement advanced quantitative models to measure and manage market and counterparty risks. You will drive risk metrics like VaR, FRTB, and XVA while aligning with ECB/EBA regulations. You collaborate with Risk Managers and Front Office teams to ensure robust models and software that scale across the bank. You will lead technical workstreams in regulatory transformations and mentor junior analysts. This is a hands-on role at the crossroads of risk, data science, and software engineering, offering impact across global markets.

Compensaciones / Beneficios
• Design, develop, and implement advanced mathematical models and data-driven methodologies for market and counterparty risk.
• Drive quantitative initiatives covering risk metrics (VaR, Stressed VaR, FRTB), CCR (IMM, PFE), XVA, and capital calculations.




• Collaborate with Risk Managers and Front Office teams to ensure regulatory alignment and model validation.
• Enforce software architecture standards, testing frameworks, and maintainable, reusable codebase (CI/CD, unit tests).
• Lead technical workstreams in regulatory transformation projects and mentor junior team members.

Responsabilidades
• 6+ years in quantitative risk analysis, financial engineering, or data science in banking or capital markets.
• Strong knowledge of market risk, counterparty risk, XVA, and derivative pricing concepts.
• Proficiency in Python (NumPy, SciPy, Pandas, PyTorch/TensorFlow), C++, or C#.
• Experience with Git, CI/CD pipelines, and Docker.
• Ability to communicate effectively with diverse stakeholders in English (B2+).

Requisitos principales
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📌 GLOBAL MARKET RISK UNIT QUANTITATIVE MANAGER - CIB (Madrid)
🏢 Bbva
📍 Madrid