Senior Manager Specialist In Market Risk Modelling
hace 4 horas
Manager Senior en Modelado de Riesgo de Mercado en BBVA, serás responsable de desarrollar, validar y supervisar modelos financieros para la gestión de riesgos de mercado. Entre tus funciones diarias, evaluarás riesgos de portafolios, realizarás análisis cuantitativos y trabajarás en la mejora continua de los modelos existentes. Este es un puesto de tiempo completo que se desempeñará en modalidad híbrida; combinarás trabajo en nuestra oficina en Polanco, Ciudad de México, con la posibilidad de realizar parte del trabajo desde casa.
Requisitos
- Dominio en análisis de riesgos de mercado, incluyendo experiencia en calibración y ajuste de modelos financieros.
- Conocimiento en estadística avanzada, econometría y programación en lenguajes como Python, R
- Capacidad para trabajar con grandes volúmenes de datos mediante el manejo de herramientas como SQL o bases de datos relacionales.
- Modelado Backtesting, VaR, Stress, Simulación MonteCarlo.
- Valoramos positivamente experiencia en gestión de equipos, así como una sólida formación académica en matemáticas, actuaría o afín.
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