Discipline Leader – CoE Advanced Analytics (Risk)

Description

Job Summary: We are seeking a Discipline Leader to lead the development and implementation of statistical and analytical credit risk models at BBVA. Key Highlights: 1. Lead the development of statistical credit risk models. 2. Collaborate with Data, Engineering, and Technology teams. 3. Provide technical leadership and mentoring to senior professionals. **Excited to grow your career?** BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers. **About the job:** **We are currently looking for a Discipline Leader to join our team.** The selected candidate will be responsible for leading the development, evolution, and implementation of statistical and analytical credit risk models, directly impacting strategic business decision-making within the context of the bank’s analytical and technological transformation. **Responsibilities** * Lead the development of **credit risk statistical models** across the credit lifecycle (e.g., origination, portfolio management, collections, revenue estimation, etc.). * Design and evolve **risk parameter models** (PD, LGD, EAD) and ensure their proper integration into risk management processes. * Oversee **production deployment**, monitoring, backtesting, and model recalibration. * Identify risks and limitations of models throughout their lifecycle. * Collaborate cross-functionally with **Data, Engineering, and Technology teams**, ensuring data quality and technical robustness. * Provide **technical leadership and mentoring** to senior team members. Document models and ensure compliance with regulatory standards and model governance requirements. * **Requirements** * University degree in **Data Science, Statistics, Mathematics, Engineering, Economics**, or related fields. * Solid experience in **advanced statistical modeling**. * Proven track record in **credit risk modeling**. * Experience working with large-scale datasets. * Knowledge of the banking and regulatory environment (desirable). * Intermediate/advanced level of **English**. * Availability to work under a **4-day in-office schedule**. **Hard Skills** * Advanced statistics. * Development and validation of analytical models. * Large-scale data analysis. * Machine Learning and Artificial Intelligence. * Experience in **cloud**. Knowledge of banking regulations and risk management. * **Soft Skills** * Technical leadership and ability to influence. * Strategic thinking and results orientation. * Effective communication with technical and business teams. * Autonomy and decision-making capability. **Skills:** Banking