Analista Senior de Medición de Riesgos de Mercado - FRTB IMA

BBVA · MADRID, Madrid

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Company
BBVA
Location
MADRID, Madrid
Posted
September 22, 2026

About this job

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. Learn more about the area: Formarás parte de GMRU Medición, el equipo responsable de medir los Riesgos de Mercado de la Sala de BBVA S.A. En concreto, dentro del subgrupo FRTB IMA, participarás en el cálculo, control y evolución de las métricas clave de los modelos internos del nuevo marco regulatorio (FRTB): Métricas Clave: IMCC, SES y DRC-IMA. Procesos Asociados: HPL/RTPL, Backtesting, PLA y modelabilidad de factores de riesgo (NMRF).

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