Data Scientist Control Manager (Ciudad de México, Cuauhtémoc)
TORRE BBVA BANCOMER, Mexico
MXN 180K-187K (estimate) Mid-level Full Time
Tasks
- Define valuation parameter methodologies
- Develop structural risk models
- Identify risks for new products
- Review derivative configuration in systems
- Support counterparty risk measurement methodologies
- Support market risk measurement methodologies
- Update risk methodology frameworks
- Validate derivative valuation results
Perks/Benefits
Skills/Tech-stack
Counterparty risk | Derivative valuation | Financial markets | Liquidity Risk | MATLAB | Market Risk | Mathematical Modeling | Python | Risk Modeling | Statistical modeling
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
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