BBVA
London, UK
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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.
The main responsibilities of the Global Markets Risk Unit Area (GMRU) include fair value valuation, independent price verification, calculation of additional valuation adjustments/prudent valuation, control of both market and counterparty credit risks, calculation of economic capital of BBVA's global market positions, and quality assessment of front office models. All of these responsibilities must comply with the corresponding regulatory frameworks.
In coordination with other quantitative and advanced analytics teams located in the front office and other risk areas, the GMRU Advanced Analytics Team contributes to...