BBVA Compass RISK OFFICER I OR II in houston, Texas

Responsibilities

Duties :

  • Estimate Parameters for Allowances, Economic Capital and IFRS9/CECL for different portfolios and estimation of CCAR models

  • Develop and maintain (monitoring and calibration) of commercial/consumer scorecards.

  • Act as a technical project manager for credit risk projects.

  • Communicate model results and implications to internal and external clients.

  • Development and Implement credit risk methodologies for retail and commercial banking strategies.

  • Test models through backtesting, 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

Qualifications

Preferred Qualifications :

  • Strong Modeling experience in one or more of the following areas preferred: credit , operational and market risk.

  • Strong Modelling in other relevant areas such as Economic Capital , Loss Forecasting or Stress Testing .

  • Good Knowledge of parameters calculation ( PD, LGD and CCF )

  • Expertise in scorecard development or loss forecasting process for different portfolios.

  • Good programming skills , ideally in SAS, R or

  • 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 as the position requires an ability to communicate complex concepts to a diverse audience.

  • 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.

  • Results Oriented

  • Coaching Skills

Required Qualifications :

  • Master’s Degree in a quantitative field (Financial Engineering, Quantitative Finance, Mathematics, Statistics, Economics, Physics or Data Scientist.)

  • 4 to 6+ years of experience in Credit Risk Modelling

Position may be located in Houston, TX or Atlanta, GA.

Job ID 2018-115172

Site Name TX-HOUSTON-HOUSTON TOWER

Category CORPORATE RISK

Work Location US-TX-Houston

FLSA Status EXEMPT

Type FULL TIME