Credit Analytics Associate – High-Volume Accounts

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

Wholesale Credit Risk - Counterparty Credit Risk (CCR) - Analyst

Counterparty Credit Risk (CCR) team, part of Wholesale Credit Risk, is responsible for measuring counterparty exposures, conducting ad-hoc risk investigations and analyses in partnership with credit officers, assessing and negotiating CSA terms, determining initial margin requirements, and maintaining all credit exposure metrics. The team also leads regulatory and capital stress testing exercises (CCAR, EBA, ICAAP), monitors exposures at the JPM legal entity level, evaluates collateral pools for emerging risk themes, and provides credit coverage for clearing house counterparties, including regulatory advocacy.

As an Analyst in the Counterparty Credit Risk (CCR) Methodology team, you will be instrumental in evaluating, monitoring, and mitigating counterparty credit risk exposure. This role places a strong emphasis on developing methodologies, designing stress scenarios, and addressing analytical challenges within the risk infrastructure. This position requires a proactive team player with a curious mindset, a strong analytical foundation, and expertise in programming, AI/LLM, and data visualization tools.

Job Responsibilities

• Analyze and monitor counterparty credit risk exposures using quantitative models and risk management frameworks.
• Design, implement, and interpret stress testing scenarios to evaluate the impact of adverse market conditions on counterparty credit risk.
• Conduct sensitivity analysis and scenario-based stress testing to identify potential vulnerabilities in credit portfolios.
• Enhance CCR continuous monitoring capacity by delivering strategic tools to improve transparency, explainability, and governance of risk signals.
• Design and implement AI/LLM-enabled dashboard capabilities to accelerate BAU monitoring, triage, and narrative generation while maintaining appropriate controls and auditability.
• Increase comprehensiveness and accuracy of CCR metrics by reviewing and enhancing scenario coverage, validating methodology soundness, and performing unit/product back testing across relevant asset classes and products.
• Leverage data to support scenario review and BAU analytics, translating findings into actionable methodology updates and governance materials.
• Support the consolidation of tactical CCR tools into technology-owned strategic solutions, including requirements definition, control design, UAT, and production readiness.
• Deliver regulatory-linked enhancements and control evidence
• Produce regulator- and audit-ready documentation, testing evidence, and governance materials (assumptions, limitations, change management).

Required qualifications, capabilities, and skills

• Strong programming skills Python; ability to build repeatable analytics and automation with robust controls
• Experience in designing and implementing AI/LLM-driven solutions (., monitoring dashboards, workflow automation, narrative generation) in a controlled environment
• Good understanding of derivatives (bilateral and cleared), Futures and Options, Margin Lending, and Securities Financing products
• Solid grasp of CCR concepts: exposure measurement, PFE, wrong-way risk, sensitivities, stress testing, margin/collateral dynamics, and liquidity considerations
• Proficiency with Excel; familiarity with visualization/ETL tools such as Tableau and Alteryx
• Strong communication skills: able to translate technical methodology and analytics into clear governance-ready narratives for non-specialists
• High ownership mindset and risk judgement: comfortable challenging assumptions, validating results, and driving issues to closure