BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.
At GMRU, we are responsible for measuring and monitoring market and counterparty risk and for assessing Global Markets activity. In the Monitoring and Model Challenge team, specifically, we focus on monitoring all market and counterparty risks in different countries, including Garanti, and we centralise GMRU's reporting to senior management and regulators/supervisors. We also monitor limits, calculate issuer risk, monitor the Volcker Rule framework, among other functions. We also challenge Global Markets position valuations and monitor and analyse Backtesting of the VAR model and P&L Attribution.
About the job:
About the role:
Main Responsibilities and Tasks:
Calculation and analysis of issuer risk for the BBVA SA and CPM trading portfolio. Support for the credit business and monitoring measurement frameworks for this activity.
Monitoring & Reporting: Monitoring and consolidating market and counterparty risk information for the BBVA Group to prepare regulatory and senior management reports.
Monitoring limits, alerts, and exceeded limits, including the Volcker Rule. Consolidation and analysis of capital in BBVA Group market activities, as well as RAROEC (profitability analysis).
Participation in CIB SDA projects linked to Credit Solutions or initiatives within the Global Credit or BCBS239 framework, as the role will involve SLO functions related to market and counterparty risk holding processes.
Programming and process development skills (primarily in Python) and the ability to work with a significant amount of data from different systems and perform data analytics are essential for the position.
What are we looking for?
Academic Background and Previous Experience:
Qualifications: Bachelor's or Bachelor's + Master's degree in Economics, Business Administration and Management, or technical qualifications: Mathematics, Engineering, etc.
At least 3 years in the financial sector, with knowledge of financial markets and products, preferably or risk management.
Programming skills (mainly Python; secondary skills: SQL, R) and advanced MS Office user skills (Excel, Word, PowerPoint) are essential.
Knowledge of Global Markets applications (Murex/STAR) and the ability to analyse database information (SQL, Big Data) are desirable.
Languages:
English B2 (C1 preferred).
Spanish B2.
Skills:
English Language, Market Risk, Microsoft Excel, Python (Programming Language)Top Skills
What We Do
At BBVA we are leading the transformation of banking worldwide, united in pursuing our goal of bringing the age of opportunity to everyone. Firmly focused on the future, our on-going digital transformation is already producing disruptive innovations that power our vision of banking.
Every one of our 112,465 employees, from branch staff to senior leaders, plays an essential role in giving our 85 million customers the cutting edge banking solutions that they deserve. Building on 165 years of history we know the importance of constant development, which is why we place so much confidence in the collaborative working environment that enables our people to grow and excel.
If you would like to learn about the culture and opportunities on offer at a company that is leading the way for 21st century banking, head to the ‘Life’ tab to find out more.
