Senior Quantitative Analyst IRB Credit Risk Modelling Expert

hace 14 horas


Madrid, Madrid, España Selby Jennings A tiempo completo

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.



  • Madrid, Madrid, España Selby Jennings A tiempo completo

    Role SummaryWe are seeking an experienced Senior Quantitative Risk Analyst to join our dynamic team in Madrid, Spain. As a Senior Quantitative Risk Analyst - IRB Credit Modelling Expert, you will be responsible for developing and validating IRB credit risk models, staying up-to-date with regulatory requirements, and driving impactful results using your...


  • Madrid, Madrid, España True North Partners A tiempo completo

    **Wholesale IRB Credit Risk Consultant Role**We are seeking a technically strong Wholesale IRB credit risk consultant to strengthen our team at True North Partners.Key responsibilities include:Developing wholesale IRB credit risk modelsWorking with clients across the globeStaying up-to-date with local and international regulationsCollaborating with a diverse...


  • Madrid, Madrid, España Selby Jennings A tiempo completo

    About the RoleWe are seeking a highly skilled Risk Management Specialist - IRB Credit Risk Modeler to join our team at Selby Jennings in Madrid, Spain.Company OverviewSelby Jennings is a boutique consultancy firm specializing in risk management and finance. We pride ourselves on delivering innovative solutions based on deep expertise and breaking down silos...


  • Madrid, Madrid, España True North Partners A tiempo completo

    About True North PartnersTrue North Partners LLP is a boutique consulting firm with offices in London, Amsterdam, Frankfurt, Vienna, Madrid, Johannesburg, and Dubai. Our expertise spans the financial services, risk management, and finance communities, setting us apart from typical consultancy firms.SalaryWe offer a competitive remuneration package to attract...


  • Madrid, Madrid, España Ebury A tiempo completo

    The Data Science Expert for Credit Risk Modelling will play a key role in driving innovation in credit risk modelling. The ideal candidate will have advanced proficiency in Python and experience with machine learning libraries, specifically for building predictive models in Credit Risk and Lending. The successful candidate will lead the development of...


  • Madrid, Madrid, España U.S. Bank National Association A tiempo completo

    Credit Risk Management Role:We are seeking a skilled Senior Quantitative Developer to support the management of credit risk through quantitative techniques.About the Team:The Credit Risk team drives a proactive approach to credit risk management and promotes a strong risk and asset quality management culture.Key Responsibilities:Developing credit policy and...


  • Madrid, Madrid, España True North Partners A tiempo completo

    Company OverviewTrue North Partners LLP is an independent boutique consulting firm with a presence in various global locations, including London, Amsterdam, Frankfurt, Vienna, Madrid, Johannesburg, and Dubai. We have extensive experience in the financial services, risk management, and finance communities.Salary: £120,000 - £180,000 per annum, depending on...


  • Madrid, Madrid, España Axpo Group A tiempo completo

    About the RoleAs a Senior Risk Modelling Specialist at Axpo Group, you will play a critical role in managing and analysing risks related to financial and commodity markets, with a focus on gas. Your expertise will be essential in ensuring accuracy in risk reports and leveraging quantitative methods to enhance business intelligence, optimisation, and...


  • Madrid, Madrid, España Elavon A tiempo completo

    About the Role: We are seeking a skilled Senior Financial Analyst - Credit Risk to join our team in Madrid, Spain. As a key member of our credit analysis team, you will be responsible for conducting thorough credit analyses, gathering and interpreting credit information, and making informed credit decisions.

  • Credit Risk Analyst

    hace 1 mes


    Madrid, Madrid, España Mufg Bank, Ltd. A tiempo completo

    **About the Role**At Mufg Bank, Ltd., we are seeking a skilled Credit Analyst to join our Global Corporate Banking Division in Madrid. This role is a critical part of our team, responsible for managing the risk exposure of an EMEA-wide portfolio.**Responsibilities**Prepare forward-looking fundamental analysis in support of client onboarding, live...


  • Madrid, Madrid, España S&P Global A tiempo completo

    About the Role:Grade Level (for internal use):11Credit Risk Expert - EuropeThe Team:This is an exciting opportunity to join the Credit and Risk Solutions commercial Team, a focused and dynamic team with the opportunity to build on the last few years of significant growth and product development within the C&RS Business. The role of the Credit Risk Expert is...


  • Madrid, Madrid, España SIX Group Services Ltd. A tiempo completo

    About the RoleWe are seeking a highly skilled Quantitative Risk Modeling Expert to join our team at SIX Group Services Ltd. as a Market Risk Analyst.Your ResponsibilitiesYou will develop and implement quantitative risk methodologies to ensure the resilience of BME Clearing in adverse market conditions.You will work closely with Quality Risk Management, Swiss...


  • Madrid, Madrid, España Mufg Bank, Ltd. A tiempo completo

    About MUFG Bank, Ltd.MUFG Bank, Ltd. is a world-leading financial institution with a strong presence in global markets. With over 50 years of experience in providing corporate and investment banking services, we offer stability and expertise to high-profile clients worldwide.Job OverviewWe are seeking an experienced Credit Analyst to join our Global...

  • Credit Risk Expert

    hace 4 semanas


    Madrid, Madrid, España Fitch Ratings A tiempo completo

    About Structured FinanceFitch's European Structured Finance team is a leading provider of credit ratings and research, with a strong local market presence and global perspectives. We maintain surveillance on over 1,500 European SF transactions and rate transactions mainly backed by mortgage loans and consumer loans.Job OverviewWe are seeking a highly...


  • Madrid, Madrid, España Fitch Ratings A tiempo completo

    At Fitch Ratings, we are seeking an experienced Senior Credit Risk Analyst to join our European Structured Finance team.Job Overview:We maintain and assign ratings to Structured Finance transactions across four main asset classes: Asset Backed Securities, Residential Mortgage Backed Securities, Commercial Mortgage Backed Securities, and Structured Credit....

  • Credit Risk Analyst

    hace 1 mes


    Madrid, Madrid, España Fitch Learning A tiempo completo

    Company OverviewFitch's European Structured Finance (SF) team plays a crucial role in maintaining and assigning ratings to SF transactions across various asset classes. With over 1,500 European SF transactions under surveillance, the team is responsible for providing high-quality credit opinions to investors and other market participants.SalaryWe are...

  • Credit Risk Analyst

    hace 1 mes


    Madrid, Madrid, España Mygwork A tiempo completo

    At Moody's, we're seeking a skilled Credit Risk Analyst to join our team in Madrid. This is a fantastic opportunity for someone with a passion for financial analysis and a strong understanding of credit risk management.About the RoleWe're looking for an analytical and detail-oriented individual who can work closely with lead analysts to assign and monitor...

  • Credit Risk Analyst

    hace 4 semanas


    Madrid, Madrid, España Fitch Ratings A tiempo completo

    Company Overview: Fitch's European Structured Finance team is a leading provider of credit ratings for structured finance transactions across various asset classes, including Asset Backed Securities, Residential Mortgage Backed Securities, and Commercial Mortgage Backed Securities. The team maintains surveillance on over 1,500 European SF transactions.About...


  • Madrid, Madrid, España True North Partners A tiempo completo

    Job Title: Global Credit Risk SpecialistAbout Us: True North Partners is an independent boutique consulting firm focused on risk, finance, and strategy, delivering innovative concepts and methodologies based on specialist experience and analytical backgrounds.Job Description: We are looking for a technically strong Wholesale IRB credit risk consultant with...


  • Madrid, Madrid, España Axpo A tiempo completo

    About the RoleAs a Senior Quantitative Risk Specialist at Axpo, you will be responsible for providing expert oversight in financial risk management. This involves driving strategic risk initiatives and ensuring consistency in risk management practices across the organization.Key ResponsibilitiesConduct comprehensive risk validation for key strategic deals to...