Credit Risk Control Unit Crcu

hace 2 semanas


Madrid, Madrid, España Santander A tiempo completo
Credit Risk Control Unit CRCU - Coordinador de modelos

Country:
Spain

WHAT YOU WILL BE DOING

Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... Hay mucho tipos de riesgos, por ello su análisis y quantificación es clave para nuestro propósito de ser un banco, Simple, Personal y Justo.


Trabajar en riesgos significa hacerlo desde una perspectiva de gestión que contribuya al progreso sostenible de las personas y las empresas.

Adoptamos una sólida cultura de riesgos y esperamos que todos nuestros profesionales, independientemente del puesto que ocupen, tengan una actitud proactiva y responsable hacia la gestión de riesgos.


Santander se enorgullece de ser una organización donde hay igualdad de oportunidades, independientemente de raza, sexo, religión, edad, orientación sexual, estado civil discapacidad, nacionalidad o identidad de género.


QUÉ HARÁS EN TU TRABAJO
Función orientada a dar cobertura a requerimientos regulatorios.

  • Ejecución de funciones de Control y Model Owner de los parámetros IRB, utilizados en Capital Regulatorio, Capital Económico y RORAC, durante todo su ciclo de vida, desde el diseño y seguimiento del plan de modelos hasta la evaluación del tipo de cambio regulatorio, su gobierno y su posterior implementación.
  • Coordinación, gobierno y comunicación a la alta dirección acerca del proyecto IRB que está implicando la adaptación de todos los modelos IRB a las nuevas expectativas supervisoras.
  • Coordinación y preparación de toda la documentación necesaria en los Application Package requeridos por el BCE.
  • Divulgación sobre modelos IRB y métricas de capital.

EXPERIENCIA
Experiência en la elaboración de informes y comunicación a la alta dirección
Recomendable experiência previa en el ámbito de modelos regulatorios
Recomendable experiência previa en coordinación y planificación de proyectos

EDUCACIÓN
ADE / Economía
Ingenierías
Matemático / Estadístico
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