Data Scientist Control Manager (Ciudad de México, Cuauhtémoc)
TORRE BBVA BANCOMER, Mexico
PHP 480K-480K (estimate) Mid-level Full Time
Tasks
- Assess risks for new products
- Define methodologies for market valuation parameters
- Develop structural risk models
- Review derivative configuration in systems
- Review structural risk models
- Support market risk and counterparty risk measurement methodologies
- Update methodology frameworks
- Validate derivative valuation results
- Validate sensitivity measures
Perks/Benefits
Skills/Tech-stack
Counterparty risk | Derivatives Valuation | Liquidity Risk | MATLAB | Machine Learning | Market Risk | Mathematics | Python | Statistical modeling
Education
Roles
Regions
Countries
States
Language: es
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