Counterparty Credit Risk Analytics Lead (AI & Dashboards)

Bbva; Buenos Aires; On-site; ARS 1,800,000 - 3,200,000; Full time

Job summary

Bbva Argentina is seeking an Analyst in Counterparty Credit Risk (CCR) Methodology to evaluate, monitor, and mitigate exposures. You will develop methodologies, design stress scenarios, and address analytics challenges using programming, AI/LLM, and data visualization tools.

Lead the design of AI/LLM-enabled dashboards for BAU monitoring, while maintaining controls and auditability. Collaborate on governance materials and regulatory-ready outputs.

Qualifications

• Strong programming skills in Python.
• Experience designing AI/LLM-driven solutions in controlled environments.
• Proficiency with Excel; familiarity with Tableau and Alteryx.

Responsibilities

• Analyze and monitor counterparty credit risk exposures using quantitative models and risk management frameworks.
• Design, implement, and interpret stress testing scenarios to evaluate adverse market conditions.
• Conduct sensitivity analysis and scenario-based stress testing to identify vulnerabilities in credit portfolios.
• Enhance CCR monitoring by delivering tools to improve transparency and governance of risk signals.
• Design and implement AI/LLM-enabled dashboards to accelerate BAU monitoring, triage, and narrative generation with controls.
• Increase CCR metrics accuracy by reviewing scenario coverage and backtesting across asset classes.

Skills

Python

AI/LLM

Excel

Tableau

Alteryx

Communication

Ownership mindset

Tools

Python

Tableau

Alteryx

Job description

Bbva Argentina is seeking an Analyst in Counterparty Credit Risk (CCR) Methodology to evaluate, monitor, and mitigate exposures. You will develop methodologies, design stress scenarios, and address analytics challenges using programming, AI/LLM, and data visualization tools.

Lead the design of AI/LLM-enabled dashboards for BAU monitoring, while maintaining controls and auditability. Collaborate on governance materials and regulatory-ready outputs.