BBVA Compass


    Job ID
    FLSA Status
  • Responsibilities


    • 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 experiencein 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, Ror
    • 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.


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