Senior Manager Specialist In Market Risk Modelling

hace 3 días


Polanco, Ciudad de México BBVA en México A tiempo completo

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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