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Consultant/Manager/Senior Manager IRB Credit Risk Modelling
hace 2 meses
Role: Consultant/Manager/Senior Manager IRB Credit Risk Modelling
Location: Madrid, Spain
Join our client's dynamic team with a global footprint; they specialize in risk management and finance. As a boutique consultancy firm, they break down silos, delivering innovative solutions based on deep expertise.
Key Responsibilities:
- Develop and validate IRB credit risk models
- Dive into operational tasks related to IRB models, showcasing your deep expertise.
- Stay abreast of regulatory requirements, especially those tied to the IRB approach (e.g. IFRS 9).
- Utilize your quantitative background and analytical prowess to drive impactful results.
- Master relevant applications and coding languages (e.g. Excel, Python, SQL)
Key Requirements:
- Minimum 5 years of experience in credit risk model development and/or validation, including at least one year in consultancy.
- Deep expertise in operational tasks related to IRB models, coupled with knowledge of current regulatory requirements.
- Fluent in English and preferably in either German or Spanish
- Passionate about driving innovation and sustainability.
- Excited to be part of a people-driven, collaborative environment.
