Structural, Liquidity, Capital

hace 5 meses


Madrid, España Santander A tiempo completo

Structural, Liquidity, Capital & Model Risk Analyst
- Risks (Openbank)

Country: Spain

**Structural, Liquidity, Capital & Model Risk Analyst
- Risks (Openbank)**

We are the 100% digital bank of the Santander Group and we are currently undergoing a technological transformation and international expansion process. In 2017, we kicked off our relaunch plans and have been continuously expanding and growing ever since, especially when it comes to technology. We work in a start-up format, using agile methodologies to take our customers' experience to the next level. In 2019, we launched in the Netherlands, Germany and Portugal, recently followed by Argentina, with other countries currently in the pipeline.

Our culture sets us apart from the rest; social and diversity clubs are part of our essence and day-to-day culture.

We are a flexible and fast adapting team currently working remotely most of the time using all kinds of communication tools - we’ve barely noticed the change

**Mission and responsibilities**:
As a Capital & Model Risk Analyst, you will support from the second line in the control of all structural and liquidity risks of balance sheet, as well as the capital risks and models risks.

The main tasks of this position will be the following:

- Monitor and control all structural and liquidity balance risks, as well as capital and model risks.
- Monitoring risk appetite, calculation of metrics, calculation of stress test, definition of criteria, definition of models, monitoring of models and monitoring of internal validation of models.
- Local corporate and regulatory reporting, knowledge of the regulatory standard, support in the elaboration of the ILAAP, preparation of the assessment of IRRBB.
- Model risk management in the entity, constant collaboration with the financial management area for the management of IRRBB, liquidity and capital risks.
- Preparation of presentations and material for different committees: Local Model Committee, Corporate MAF, Local CE&CR, Council, Corporate CER, Local and Global ALCO, GATS.
- Implementation of MAT (ALM tool of Santander group).
- Implementation of audit recommendations.

**To be successful in the role you must have**
- Bachelor´s degree in ADE, Economics, Statistics or similar field.
- Completing a master's degree will be a plus
- +1-3 years of relevant experience in a similar role.
- Advanced English (C1)
- Skills with numbers, analytical profile.
- Model knowledge and advanced knowledge of excel and the entire office package.
- Knowledge on AWS, PowerBI, QuickSight.

**What do we offer?**
- Joining a dynamic and agile company undergoing international expansion.
- Working in start-up mode with the support of the Santander Group.
- Competitive remuneration and attractive benefits package.
- Possibility of growth within the company and the Group.
- Collaborating on international projects in different countries.
- Excellent work environment, social clubs and frequent events (virtual at present).

Would you like to grow with us? Join our team
- Openbank is an equal opportunity employer. All applicants will be considered as equal without paying attention to gender identity, sexual orientation, ethnicity, religion, age, political orientation, union membership nor disability status. _
- We make recruiting decisions based on your experience and skills. We value your passion to discover, invent, simplify and build. _
- The personal data you provide as well as any data generated during the selection process are confidential and will be processed by Open Bank, S.A./ Open Digital Services, S.L. with registered office at Plaza de Santa Bárbara 2, 28004 (Madrid), for the sole purpose of managing your participation in the selection processes and, where appropriate, to formalise your recruitment. _
- For further information about your rights and data protection, please read the ODS/Openbank Privacy Policy applicable to this type of data processing _here _._



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