BBVA Compass RISK OFFICER I OR II in houston, Texas
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
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.
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