Discipline Leader – CoE Advanced Analytics (Riesgos)
TORRE BBVA, Argentina
USD 123K-155K (estimate) Senior-level Full Time
Tasks
- Collaborate with data engineering and technology teams
- Design and evolve risk parameter models PD LGD EAD
- Document models and ensure regulatory compliance
- Ensure data quality and technical robustness
- Identify model risks and limitations
- Integrate risk models into credit management
- Lead development of credit risk statistical models
- Monitor models
- Perform backtesting and recalibration
- Provide technical leadership and mentoring
- Supervise production deployment of models
Perks/Benefits
- N/A
Skills/Tech-stack
Artificial Intelligence | Backtesting | Cloud Computing | Credit Risk | Credit risk modeling | Data Analysis | Data Quality | Data Validation | Exposure at Default | Loss Given Default | Machine Learning | Model Monitoring | Model Recalibration | Probability of Default | Regulatory Compliance | Risk Modeling | Statistical modeling | Statistics
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Regions
Countries
States
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