Senior Quantitative Analyst IRB Credit Risk Modelling Expert
hace 14 horas
Role: Senior Quantitative Analyst IRB Credit Risk Modelling Expert
Location: Madrid, Spain
About the Opportunity
We are seeking an experienced Senior Quantitative Analyst to join our team in Madrid. As a key member of our credit risk modelling department, you will be responsible for developing and validating IRB credit risk models.
Key Responsibilities:
- Develop and validate complex IRB credit risk models using advanced mathematical techniques and tools such as Python and SQL.
- Stay up-to-date with regulatory requirements, particularly those related to the IRB approach (e.g. IFRS 9).
- Leverage your expertise in quantitative analysis and data-driven decision making to drive impactful results.
- Collaborate with cross-functional teams to ensure model quality and compliance.
Requirements
- Minimum 5 years of experience in credit risk model development and/or validation, including at least one year in a consultancy role.
- Deep understanding of operational tasks related to IRB models and current regulatory requirements.
- Fluent in English, with proficiency in German or Spanish a plus.
- Possess a strong passion for innovation and sustainability, with a desire to make a meaningful impact in the field of credit risk management.
What We Offer
We offer a competitive salary package, including a base salary of €120,000 per annum, depending on experience, as well as opportunities for professional growth and development in a dynamic and collaborative environment.
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