BBVA Compass

  • Assoc Risk Officer I or II or Risk Officer I

    Job ID
    2018-114340
    Site Name
    TX-HOUSTON-HOUSTON TOWER
    Category
    CORPORATE RISK
    Work Location
    US-TX-Houston
    FLSA Status
    EXEMPT
    Type
    FULL TIME
    EOE Statement
    Equal Opportunity Employer - Minority/Female/Disability/Veterans.
  • Overview

    At BBVA, we are working to make banking better for everyone. That is where you come in. We are looking for smart, team oriented people who want to be part of a first-class workforce that gives people the tools they need to meet their financial goals, all while delivering an outstanding client experience. Learn more below.

    Responsibilities

    The Risk Data & Analytics group is responsible for the development and implementation of risk scorecards, fraud models and credit risk strategies across the customer lifecycle for all Retail Credit portfolios. 

     

    Responsibilities:

    • Estimation of Parameters for Allowances, Economic Capital and IFRS9/CECL for different portfolios and estimation of CCAR models
    • Negotiation with Vendors and Consultant
    • Communicate model results and implications to internal and external clients. 
    • Development and Implement credit risk projects based on innovation.
    • Test models through back-testing, benchmarking, sensitivity testing and stress testing. 
    • Document credit risk models according to defined documentation standards. 
    • Negotiate with Internal and External supervisory areas to get models approved and successfully implemented
    • Budget Management.

    Qualifications

    Qualifications:

    • Strong Modeling experience in one or more of the following areas preferred: credit,operational and market risk.
    • Strong Modeling in other relevant areas such as Economic CapitalLoss Forecasting orStress Testing.
    • Strong Knowledge of parameterscalculation (PD, LGD and CCF)
    • Strong of scorecard developmentor loss forecasting process for different portfolios.
    • Strong Knowledge of Machine Learning, neural networking and Graphs Methodologies.
    • Excellent knowledge of banking credit risk regulations (IFRS9, CECL and/or Basel II IRB).
    • Strong communication and interpersonal skills.
    • Ability to research learn and apply new concepts and statistical techniques with limited assistance. Ability to incorporate innovation and new developments in the industry to projects and processes
    • Ability to operate with a high degree of autonomy/ independence with confidence in making decisions.
    • Results Oriented
    • Coaching Skills

     

    Education: Master’s Degree in a quantitative field (Financial Engineering, Quantitative Finance, Mathematics, Statistics, Economics, Physics or Data Scientist.)

     

    Experience: 5+ years of experience in Credit Risk Modeling. Some experience managing technical teams

     

    Position may be located in Houston, TX or Atlanta, GA.

     

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