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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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The Global Markets Risk Unit (GMRU) area is responsible for the measurement, control, and management of market and counterparty credit risks, valuation adjustments (XVA), calculation of economic capital across BBVA’s general market positions, as well as fair value valuation, independent price verification, and quality assessment of Front Office quantitative models. All these activities are performed in accordance with applicable international regulatory frameworks and sound risk management practices.
In close coordination with quantitative analytics teams located in Front Office and other risk departments,
the GMRU Advanced Analytics Team develops the quantitative methodologies and tools required to execute GMRU core processes and leads key projects related to regulatory change. The team brings together quantitative analysts and data scientists to drive innovation in risk modeling.
About the job:
About you
You hold a strong quantitative and analytical background with a keen interest in mathematical modeling within practical financial environments. You are passionate about applying data science, quantitative finance, and machine learning to financial risk management. You enjoy programming, building scalable risk software, and working in cross-functional environments. You possess excellent communication skills to interact effectively with diverse technical and executive stakeholders, and you excel as a collaborative team player.
As a Data Scientist Manager, your primary responsibilities will include:
- Model Development & Methodology: Design, develop, and implement advanced mathema
📌 GLOBAL MARKET RISK UNIT QUANTITATIVE MANAGER (Madrid)
🏢 Bbva
📍 Madrid