Market Risk Data Analytics
hace 3 semanas
Market Risk Data Analytics & Models Analyst
Boadilla del Monte, Spain
WHAT YOU WILL BE DOING
RIESGOS está buscando un/a MARKET RISK DATA ANALYTICS & MODELS ANALYST para nuestras oficinas en BOADILLA DEL MONTE (HEADQUARTERS).
POR QUÉ DEBERÍAS CONSIDERAR ESTA OPORTUNIDAD
) somos actores principales en la transformación del sector financiero. ¿Quieres unirte a nuestro equipo?
Riesgo de crédito, Riesgo de tipos de interés, Riesgo de liquidez, Riesgo operacional, Riesgo reputacional... Hay mucho tipos de riesgos, por ello su análisis y quantificación es clave para nuestro propósito de ser un banco, Simple, Personal y Justo.
Trabajar en riesgos significa hacerlo desde una perspectiva de gestión que contribuya al progreso sostenible de las personas y las empresas.
Santander se enorgullece de ser una organización donde hay igualdad de oportunidades, independientemente de raza, sexo, religión, edad, orientación sexual, estado civil discapacidad, nacionalidad o identidad de género.
QUÉ HARÁS EN TU TRABAJO
Como Market Risk Data Analytics & Models Analyst tu objetivo será la validación independiente de los modelos usados en el ámbito de riesgo de mercado, enfocándose en modelos internos/regulatorios. Dicha opinión deberá ser emitida por un equipo ajeno e independiente a su desarrollo, construcción y uso.
Necesitamos a alguien como tú para que nos ayude en distintos ámbitos:
- Validar modelos mostrando capacidad para entender y cuestionar las metodologías propuestas.
- Asegurar que los modelos cumplen la regulación relativa a modelos internos IMA/FRTB IMA.
- Proveer modelos alternativos aplicando diferentes puntos de vista.
- Escribir informes en inglés explicando de forma clara y concisa los modelos con sus fortalezas y debilidades y las conclusiones de los análisis desarrollados durante la validación.
- Interactuar con los diferentes participantes involucrados en el ciclo de vida de los modelos: desarrolladores, propietarios y gestores de riesgo de modelo.
- Automatización/Optimización de procesos mediante el uso de herramientas como Python, SAS, R, Visual Basic o similar.
EXPERIENCIA
- Entre 2 y 3años de experiência relevante.
EDUCACIÓN
- Licenciado en Matemáticas, Ingeniero o carrera técnica similar.
HABILIDADES & CONOCIMIENTOS
- Nível alto de inglés
- Programación en Python y otros lenguajes
- Máster en Finanzas Cuantitativas o Data Science.
- Conocimiento de mercados financieros y productos derivados que cotizan en ellos.WHAT WE ARE LOOKING FOR
EXPERIENCE
EDUCATION
COMPETENCIES
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