Quantitative Risk Analyst – Banking Sector

hace 16 horas


Madrid, España Taleo Consulting A tiempo completo

We believe that we grow as our people grow. Motivated professionals make a difference. Not just for themselves, but also for our customers.

We are looking for people who share our corporate values among our local and international networks and promote close relationships with our customers and internal teams. Taleo’s success depends on the talent of its employees; therefore, we are looking for an enthusiastic Quantitative Risk Analyst:

  • Conduct independent reviews of various market and counterparty risk models used, including the Standard Approach of Fundamental Review of Trading Books (FRTB SA), Standard Approach of Counterparty and Credit Risk (SA CCR), and CCR Stress Testing program.
  • Evaluate the scope, implementation, methodology, and pricing of risk models to ensure accuracy and reliability.
  • Provide value-added findings to enhance the control of model risk and ensure compliance with regulatory standards.
  • Present review outcomes in memos using appropriate wording and formatting.
  • Collaborate with the RISK IRC team located in Madrid to support key validation projects of the bank.
  • Work as part of a global team covering market risk, counterparty risk, and valuation risk methodologies.
  • Develop and maintain expertise in technical and quantitative skills, including coding where applicable.
  • Stay updated on market and counterparty risk models, as well as applicable regulations, to ensure compliance and effective risk management.
  • Commit to long-term missions (1-2 years) to acquire comprehensive knowledge of the bank’s systems and governance.
Required profile

How do we imagine our future Quantitative Risk Analyst?

  • Bachelor’s degree or higher in a quantitative field such as mathematics, statistics, finance, or related disciplines.
  • Proven experience in conducting quantitative analysis and modeling in a financial institution or similar setting.
  • Strong understanding of market and counterparty risk models, as well as familiarity with applicable regulations.
  • Knowledge of pricing models and techniques, particularly in the context of financial markets and risk management.
  • Excellent communication skills with the ability to present complex findings in a clear and concise manner.
  • Demonstrated ability to work effectively in a global team environment and adapt to changing priorities.
  • Prior experience in risk management, model validation, or related roles is preferred.
  • Fluency in English is required, with proficiency in additional languages considered advantageous.

We are always on the lookout for talented people to enrich our culture and growing family.

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