Credit Analytics Analyst: AI-Driven CCR & Stress Testing

Bbva; Quilmes; On-site; ARS 1,800,000 - 3,000,000; Full time

Job summary

Bbva in Argentina seeks an Analyst for the Counterparty Credit Risk (CCR) Methodology team to design, implement, and monitor advanced risk analytics. You will develop stress scenarios, build AI/LLM-enabled dashboards, and ensure governance and explainability across risk signals, with a strong programming and data visualization focus.

The role emphasizes collaboration with credit officers, robust controls, and translating complex methods into regulator-friendly narratives.

Qualifications

• Strong programming skills in Python with ability to build repeatable analytics and automation.
• Experience designing AI/LLM-driven solutions (dashboards, workflow automation, narrative generation) in a controlled environment.
• Solid understanding of CCR concepts: exposure measurement, PFE, wrong-way risk, stresses, liquidity considerations.
• Proficiency with Excel; familiarity with visualization tools such as 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 analyses and scenario-based stress testing to identify vulnerabilities.
• Enhance CCR monitoring capacity with strategic tools to improve transparency and governance of risk signals.
• Design and implement AI/LLM-enabled dashboards to accelerate BAU monitoring and narrative generation with controls.
• Improve CCR metrics by validating methodology and back testing across asset classes.
• Translate findings into actionable methodology updates and governance materials.
• Support consolidation of tactical CCR tools into technology-owned strategic solutions with UAT and production readiness.
• Deliver regulator-linked enhancements and control evidence; produce regulator-ready documentation.

Skills

Python

AI/LLM

Excel

Communication

Ownership mindset

Risk judgement

Tools

Tableau

Alteryx

Job description

Bbva in Argentina seeks an Analyst for the Counterparty Credit Risk (CCR) Methodology team to design, implement, and monitor advanced risk analytics. You will develop stress scenarios, build AI/LLM-enabled dashboards, and ensure governance and explainability across risk signals, with a strong programming and data visualization focus.

The role emphasizes collaboration with credit officers, robust controls, and translating complex methods into regulator-friendly narratives.