Global Market Risk Quant & Data Science Lead

BBVA; Madrid; Presencial; EUR 75.000 - 115.000; Jornada completa

Descripción de la vacante

BBVA in Madrid seeks a Data Scientist Manager to lead quantitative risk modeling for market and counterparty risk. You will design advanced models, drive VaR, XVA, IMM, PFE, and capital metrics, and supervise junior analysts in a cross‑functional team.

You will collaborate with Risk Managers and Front Office teams, enforce CI/CD and testing standards, and shape the software architecture for scalable risk solutions in a global banking environment.

Formación

• Bachelor’s or Master’s in Mathematics, Physics, Quantitative Engineering, Actuarial Sciences, Quantitative Economics, or related STEM field.
• Master’s or PhD in Quantitative Finance, Financial Engineering, AI, Big Data, or Applied Mathematics valued.

Responsabilidades

• Design, develop, and implement advanced mathematical models for market and counterparty risk.
• Drive risk metrics: VaR, Stressed VaR, FRTB, IMM, PFE, XVA, and economic capital.
• Collaborate with Risk Managers and Front Office teams to align valuation models with regulatory frameworks.
• Enforce code development policies, architecture standards, and CI/CD pipelines.
• Lead technical workstreams and mentor junior quantitative analysts.

Conocimientos

Financial risk

Programming languages

Data science & ML

Software engineering

English proficiency

Educación

Bachelor’s or Master’s degree in STEM fields

Master’s or PhD in Quantitative Finance / AI / Big Data / Applied Mathematics

Herramientas

Python

C++

C#

Git

Docker

CI/CD

Descripción del empleo

BBVA in Madrid seeks a Data Scientist Manager to lead quantitative risk modeling for market and counterparty risk. You will design advanced models, drive VaR, XVA, IMM, PFE, and capital metrics, and supervise junior analysts in a cross‑functional team.

You will collaborate with Risk Managers and Front Office teams, enforce CI/CD and testing standards, and shape the software architecture for scalable risk solutions in a global banking environment.