OPERATIONAL RISK DATA SCIENTIST (MAD/BCN)

Description

Job Summary: We are seeking a data analytics expert to identify, predict, and mitigate operational risks within an innovative bank. Key Highlights: 1. Key role in identifying and mitigating operational risks. 2. Development of predictive models using AI and advanced statistics. 3. Collaboration on Google Cloud migration projects. BARCELONA, B, ES, 08028 CaixaBank is a financial group with a socially responsible universal banking model focused on long-term vision, built on quality, proximity, and specialization. It offers a tailored value proposition of products and services for each segment, embracing innovation as a strategic challenge and a distinctive cultural trait. Its leading position in retail banking in Spain and Portugal enables it to play a key role in contributing to sustainable economic growth. What projects do we develop? The mission of the Operational Risk Directorate is to ensure the identification, measurement, assessment, management, mitigation, and reporting of CaixaBank Group’s operational risk. We seek a professional capable of analyzing large volumes of data to identify patterns and trends that may indicate potential risks; developing predictive models using machine learning techniques and statistical models to forecast risk events and their impact on the organization; proposing mitigation strategies to improve organizational resilience; and automating risk detection and management through technological solutions. The projects you will undertake in this position include: * Collaborating in the design and implementation of the new operational loss data model, enabling the capture of new information sources and their advanced processing through: + Developing predictive models using machine learning techniques and statistical models to forecast risk events and their impact on the organization. + Developing and evaluating hybrid models combining machine learning (ML) algorithms and advanced statistical techniques for estimating operational losses, addressing challenges such as data scarcity and heterogeneity, optimizing heavy-tailed distributions, and estimating extreme events. * Collaborating on the migration of processes to Google Cloud (BigQuery, DBT, Vertex AI), designing scalable pipelines to ensure traceability, reproducibility, and efficiency of predictive models, as well as automation of reporting. * Collaborating on data preparation for internal reporting, primarily for the Operational Risk Committee, and participating in reports and communication with Senior Management, Internal Validation, Audit, and Supervisors. * Interacting with other specialized operational loss management teams. The job location may be either Barcelona or Madrid. Minimum Requirements * University degree in Mathematics, Statistics, Data Science and Engineering, or related field. * Experience in analyzing advanced statistical/mathematical models: fitting statistical distributions, hypothesis testing and statistical validation, tail and extreme value analysis, Monte Carlo simulations, time series analysis (traditional and advanced models). * Programming language proficiency: R/Python (advanced level). * Database tool knowledge: SQL/SAS (advanced level). * Experience handling data in Google Cloud Services (BigQuery, Vertex AI). * Knowledge of non-parametric models, especially for forecasting and text mining (NLP). * Data Engineering and Optimization skills are highly valued: pipelines for data processing, transformation, and consolidation via SQL and DBT; version control with GitLab; efficient execution of SQL flows (DBT). Key Competencies * Critical and synthetic analytical ability; identification of improvement opportunities and proposal of solution initiatives. * Results orientation and autonomy in carrying out assigned tasks. * Flexibility, anticipation, and adaptability to organizational and environmental changes. * Strong interpersonal communication with other departments. * Relationship-building and teamwork capability. Interaction with various organizational areas will be required. * Self-initiative and high autonomy in performing assigned tasks. What do we offer? * The opportunity to join the most innovative bank in Western Europe, according to The Innovators awards by the U.S. magazine Global Finance. * A personalized onboarding and mentoring program supporting your professional development. * An individualized training pathway with access to our online platform, offering an extensive catalog of self-paced learning resources to foster continuous growth. * A fully comprehensive and completely free health insurance plan for you. Additionally, you will be enrolled in the Pension Plan, to which CaixaBank will make contributions—thinking ahead to your future. * Flexible compensation applicable to transportation, training, languages, childcare, among others. * Flexibility measures (remote work, flexible start times). * Top Employer certification, recognizing us as one of the best companies to work for. Job profile Database vision for losses, process analysis, liaison with internal control and non-financial risks, synthesis and analytical capability, implementation of proactive measures. Competencies **HARD SKILLS** DATA ANALYSIS REGULATORY AND COMPLIANCE FRAMEWORKS IN BANKING ENVIRONMENTS SOFTWARE DEVELOPMENT LIFECYCLE BANKING AND/OR FINANCIAL PRODUCTS AND SERVICES PROJECT MANAGEMENT RISK ANALYSIS, PREVENTION, AND MANAGEMENT APPLICATION EXECUTION ARCHITECTURES CLOUD ARCHITECTURE SYSTEM ARCHITECTURE IT GOVERNANCE RISK PROCESSES, POLICIES, AND OPERATIONS RECOVERY STRATEGY OPERATIONAL RISKS REPORTING DEVELOPMENT AND MANAGEMENT**SOFT SKILLS** ALLIANCES – COLLABORATION AND TRANSVERSALITY ALLIANCES – COMMUNICATION ALLIANCES – INFLUENCE ALLIANCES – CUSTOMER ORIENTATION HUMANISM – COMMUNICATION AND EMPATHY HUMANISM – LEADERSHIP AND TEAM DEVELOPMENT / SELF-LEADERSHIP ANTICIPATION – ANTICIPATION AND CHANGE MANAGEMENT EMPOWERMENT – RESULTS FOCUS DIVERSITY – PROMOTING DIVERSITY