Model Validator - Remote

Overview

The Model Validator role at BBVA involves identifying database issues, understanding model results, and applying statistical tests to ensure robust model development.

In Short

• Identify problems in databases and analyze model results.
• Apply statistical tests and descriptive analysis.
• Generate work plans to comply with regulatory standards.
• Stay updated on methodological changes in new models.
• Present results clearly to non-technical audiences.
• Generate robust conclusions and action plans.
• Foster knowledge sharing within the team.
• Work in a hybrid model based in Torre BBVA, Mexico City.
• Minimum 6 years of experience in model development/validation.
• Support diversity and inclusion in the workplace.

Requirements

• Bachelor’s degree in Engineering, Actuarial Science, Applied Mathematics, or Physics.
• Master's or diploma in Mathematical Sciences, Data Science, or Quantitative Finance (desirable).
• CFA or FRM certification (desirable).
• Data Scientist certification (desirable).
• 6 years of experience in model development/validation.
• Advanced knowledge in statistics and financial mathematics.
• Programming skills in Python, SAS, Matlab, C++ or similar.
• Knowledge of probability and differential equations.
• Experience with Machine Learning and Artificial Intelligence (desirable).
• Familiarity with financial derivatives (desirable).

Benefits

• Work-life balance.
• Inclusive work environment.
• Opportunities for career development.
• Participation in a diverse team.
• Access to future job opportunities through the Talent Community.