Data Scientist Control Manager (Ciudad de México, Cuauhtémoc)
TORRE BBVA BANCOMER, Mexico
MXN 148K-180K (estimate) Mid-level Full Time
Tasks
- Define methodologies for market valuation parameters
- Develop structural risk models
- Identify risks for new products
- Review derivative configuration in systems
- Support market risk and counterparty risk measurement methodologies
- Update methodological frameworks
- Validate derivative valuation results
Perks/Benefits
Skills/Tech-stack
Counterparty risk | Derivative valuation | Financial Market Knowledge | Financial market | Liquidity Risk | Liquidity risk modeling | MATLAB | Market Risk | Market knowledge | Mathematics | Python | Risk Modeling | Statistics | Structural Risk | Structural Risk Modeling
Education
Roles
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