Credit Risk Research Analyst

Overview

At BBVA, we are working to make banking better for everyone. That is where you come in. We are looking for smart, team oriented people who want to be part of a first-class workforce that gives people the tools they need to meet their financial goals, all while delivering an outstanding client experience. Learn more below.

Responsibilities

PURPOSE:
Credit Risk Research is a part of Global Risk Management group. The team focuses on projects that are outside of the bank’s traditional risk focus. We are responsible for new business strategies within Risk, due diligence on Line of Business requests that require special attention due to the lack of experience with the type of project within the bank, and internal customer research to improve the retail risk strategies by bringing in data traditionally not used in the credit decisioning.

This individual will focus on developing and optimizing analytically driven credit risk strategies for retail portfolios, with a focus on Customer Level Relationship Lending. The individual will also identify and integrate new data, scores, tools and solutions to optimize. And also to undertake complex analytics to support key strategic initiatives for growth, innovation or risk mitigation.

SPECIFIC RESPONSIBILITIES:
Develop and optimize credit risk strategies, with a specialization on Customer Level Relationship Lending – using analytical techniques and statistical analysis to meet pre-defined goals

Build credit risk strategies for originations, account management and collections
Enhance strategies to maximize the population of preapproved customers
Develop risk based pricing models and strategies to meet ROE targets
Integrate new data sources and solutions into credit risk strategies
Develop a program to track expected versus actual behavioral and performance measures for appropriate portfolios, populations, and segmentation end-nodes
Enhance the analytic framework for credit decisioning and pricing
Develop new quantitatively driven challenger strategies and pilot programs across the customer lifecycle
Develop and present analysis results and recommendations to senior leaders

Qualifications

REQUIRED EXPERIENCE AND SKILLS:

Minimum of a Master’s degree in a quantitative discipline
Minimum 2+ years’ experience in credit risk modeling/analytics, credit risk portfolio management, or credit risk strategy development.
Minimum 2+ years’ experience developing data driven strategies for a Retail Bank
Proficient in Base SAS & Enterprise Miner
Exposure to risk strategies for originations, account management and collections
Excellent communication, interpersonal and organization skills
Experience working as part of a cross functional team
Demonstrated analytical and problem solving skills
Python, SQL Developer, R skills are a plus.