Data Scientist Manager | Metodologías de Riesgo Estructural (Ciudad de México, Cuauhtémoc)
TORRE BBVA BANCOMER, Mexico
MXN 216K-360K (estimate) Mid-level Full Time
Tasks
- Develop implement structural risk models
- Develop sensitivity measures validate valuation results
- Document technical model methodology
- Identify risks for new products
- Review derivatives configuration for valuation
- Support market risk counterparty risk methodologies
- Update valuation methodology framework
Perks/Benefits
- N/A
Skills/Tech-stack
Counterparty risk | Counterparty risk modeling | Derivatives Valuation | Google Suite | Liquidity Risk | Liquidity risk modeling | Market Risk | Market Risk Modeling | Model Documentation | Probability | Python | Risk Modeling | SQL | Stochastic Processes
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
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