Experteer Overview As an Economic Capital Associate in the Capital team, you will help enhance BBVA's economic capital model and support reporting to Top Management.
You'll collaborate with diverse internal stakeholders to ensure consistent implementation across affiliates and maintain the CORE ECO engines.
You will analyze capital evolution by risk type and business unit, and contribute to ICAAP planning and regulatory interactions.
This role offers hands-on work with sophisticated models, data sets, and regulatory-driven challenges in a dynamic, cross-functional environment.
Compensaciones / Ventajas • continuously enhance the group's economic capital model • maintain relationships across multiple internal divisions for homogeneous model implementation • calculate Economic Capital for Credit Risk for BBVA SA and coordinate for affiliates; maintain CORE ECO engines • report and analyze capital evolutions by risk type and business unit • perform economic capital projections to support ICAAP in base and stressed scenarios • address regulatory requests and support regulator inspections and meetings • participate in internal/external audits and with the Internal Validation team Responsabilidades • +3 years experience in portfolio management, analysis, credit risk management, risk lending, or related fields • experience with data analysis on large datasets • proficiency in Python, R or SAS and MS Office • strong communication and stakeholder engagement skills • degree in quantitative/ economic or math-based discipline • English level at least B2 Requisitos principales •
📌 Capital Measurement Control Discipline Associate (Madrid)
🏢 Bbva
📍 Madrid