Senior Risk Data Scientist

hace 2 meses


Barcelona, España CAIXABANK PAYMENTS & CONSUMER A tiempo completo

Caixabank Payments & Consumer (CPC) precisa un risk data scientist con experiencia para incorporar al equipo de Planificación, control y seguimiento del riesgo de crédito. Dicho equipo pertenece a la segunda línea de defensa del área de Riesgos de CPC, que realiza, entre otras, las funciones de cálculo, seguimiento y control de provisiones, morosidad y coste de Riesgo, así como su adecuación a las políticas de CPC y Grupo Caixabank.

Dicho perfil deberá cumplir con las siguientes funciones:

  • Realización y seguimiento de las previsiones de evolución de staging, provisiones, fallidos, flujos de morosidad y Coste de Riesgo de las compañías que conforman CPC, tomando en consideración la evolución del negocio y acorde a las políticas de Riesgo del Grupo. Dichas previsiones comprenden el cálculo de impacto de la evolución macroeconómica en staging y flujos de morosidad (a partir de modelos estadísticos), y se integran dentro de los Planes Estratégicos de CPC y del Grupo Caixabank.
  • Mantenimiento y optimización de cuadros de mando mensuales de parámetros de riesgo IFRS9 (PD, LGD, EAD), provisiones, staging y Coste de Riesgo.
  • Diseño de controles (cálculo correcto, coherencia con Dirección Financiera) y anticipación de errores para garantizar el cálculo correcto de provisiones, pases a fallido, Coste de Riesgo.
  • Seguimiento e interpretación de la evolución de provisiones, cambios en parámetros, staging, flujos de morosidad, fallidos, recuperaciones y Coste de Riesgo y la consecución vs Planes Estratégicos.
  • Preparación de informes ejecutivos y reporting periódico a Dirección de Riesgos, Finanzas y Dirección General de la evolución de provisiones, flujos de morosidad y Coste de Riesgo vs la previsión de Planes Estratégicos con sentido de negocio.
  • Análisis ad hoc relativos a la evolución de la cobertura del riesgo de crédito y recuperaciones en CPC y cuantificación de impacto de cambios normativos, cambios en políticas o cambios de staging por política del Grupo.
  • Documentación detallada y actualizada y trazabilidad en los análisis, de manera que un tercero pueda comprender y replicar los cálculos realizados.
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