Credit Analytics Associate – High-Volume Accounts

Bbva; Quilmes; In loco; ARS 1.800.000 - 3.000.000; Tempo pieno

Descrizione del lavoro

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.

Competenze

• 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.

Mansioni

• 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.

Conoscenze

Python

AI/LLM

Excel

Communication

Ownership mindset

Risk judgement

Strumenti

Tableau

Alteryx

Descrizione del lavoro

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