BBVA Compass Assoc Risk Officer I or II in atlanta, Georgia
At BBVA, we are working to make banking better for everyone. That is where you come in. We are looking for smart, team oriented people who want to be part of a first-class workforce that gives people the tools they need to meet their financial goals, all while delivering an outstanding client experience. Learn more below.
The Risk Data & Analytics group is responsible for the development and implementation of risk scorecards, fraud models and credit risk strategies across the customer lifecycle for all Retail Credit portfolios.
Estimation of Parameters for Allowances, Economic Capital and IFRS9/CECL for different portfolios and estimation of CCAR models
Negotiation with Vendors and Consultant
Communicate model results and implications to internal and external clients.
Development and Implement credit risk projects based on innovation.
Test models through back-testing, benchmarking, sensitivity testing and stress testing.
Document credit risk models according to defined documentation standards.
Negotiate with Internal and External supervisory areas to get models approved and successfully implemented
Strong Modeling experience in one or more of the following areas preferred: credit , operational and market risk.
Strong Modeling in other relevant areas such as Economic Capital , Loss Forecasting or Stress Testing .
Strong Knowledge of parameters calculation ( PD, LGD and CCF )
Strong of scorecard development or loss forecasting process for different portfolios.
Strong Knowledge of Machine Learning , neural networking and Graphs Methodologies.
Excellent knowledge of banking credit risk regulations (IFRS9, CECL and/or Basel II IRB).
Strong communication and interpersonal skills .
Ability to research learn and apply new concepts and statistical techniques with limited assistance. Ability to incorporate innovation and new developments in the industry to projects and processes
Ability to operate with a high degree of autonomy / independence with confidence in making decisions.
Education: Master’s Degree in a quantitative field (Financial Engineering, Quantitative Finance, Mathematics, Statistics, Economics, Physics or Data Scientist.)
Experience : 5+ years of experience in Credit Risk Modeling. Some experience managing technical teams
Position may be located in Houston, TX or Atlanta, GA.
Job ID 2018-113489
Site Name GA-ATLANTA-PEACHTREE 25TH BLDG
Category CORPORATE RISK
Work Location US-GA-Atlanta
FLSA Status EXEMPT
Type FULL TIME
EOE Statement Equal Opportunity Employer - Minority/Female/Disability/Veterans.