Senior Quantitative Model Validation – CCR

hace 13 horas

Madrid, Madrid, España Grupo TECDATA Engineering A tiempo completo


Estamos contratando | Senior Quantitative Model Validation – CCR / XVA (IMM)
Buscamos un/a profesional senior para liderar la
validación independiente de modelos de Counterparty Credit Risk (CCR – IMM) y XVA
en carteras de derivados, dentro de un entorno altamente cuantitativo y transversal.


Responsabilidades clave

  • Liderar la validación independiente de modelos CCR (IMM) y XVA, evaluando solidez conceptual, correcta implementación y desempeño continuo.
  • Ser responsable del backtesting / outcomes analysis IMM (EPE, EEPE, PFE): metodología, segmentación, umbrales, gestión de excepciones y análisis de causa raíz.

  • Proporcionar challenge efectivo sobre:

  • Motores de exposición Monte Carlo

  • Simulación y calibración de factores de riesgo

  • Curvas, discounting y agregación de carteras

  • Validar netting y colateral (CSA), VM/IM (cuando aplique), MPoR, supuestos de close-out y limitaciones de uso.

  • Desarrollar benchmarks, modelos challenger, análisis de sensibilidad y stress testing.
  • Realizar pruebas de implementación y controles (reconciliación, estabilidad numérica, calidad/linaje de datos, change management).
  • Presentar conclusiones a foros de MRM / Comités de Riesgo de Modelos y liderar planes de remediación.
  • Colaborar con Front Office, Riesgos, Finanzas y Tecnología para resolver hallazgos y mejorar automatización y reporting.
  • Mentorizar perfiles junior y contribuir a estándares y mejores prácticas del marco CCR/XVA.


Requisitos

  • Máster o PhD (preferido) en Matemáticas, Estadística, Física, Ingeniería, Informática, Finanzas Cuantitativas o similar.
  • 5+ años de experiencia en validación de modelos, riesgo cuantitativo o desarrollo de modelos, con fuerte exposición a CCR / XVA e IMM.
  • Sólido conocimiento de simulación Monte Carlo, calibración y pricing de derivados (Rates, FX, Credit, Equities o Commodities).
  • Experiencia liderando backtesting IMM y gobernanza de excepciones.
  • Dominio de Python (NumPy, pandas).
  • Excelentes habilidades de comunicación para traducir temas complejos en conclusiones claras de riesgo

  • Senior Model Validation Manager

    hace 15 horas

    Madrid, Madrid, España Lognext A tiempo completo

    At Lognext we have been accompanying companies and teams for more than 18 years to identify and implement the technology necessary to advance, making their challenges and objectives our own and getting closer to their reality. Being a NEXTER means that your career and talent truly matter, allowing you to reach your next level.We are looking for aSenior Model...

  • Lead Model Validator

    hace 13 horas

    Madrid, Madrid, España Alovia Consulting A tiempo completo

    Job InformationDate Opened01/27/2026Job TypePermanentIndustryFinancial ServicesWork Experience4-5 yearsCityMadridState/ProvinceMadridCountrySpainZip/Postal Code28001Job DescriptionALOVIA Consulting, we are looking for an Lead Model Validator (CCR / XVA / IMM) for one of our clients in the services sector in Spain.Lead the independent validation of CCR...

  • senior quantitative analyst

    hace 15 horas

    Madrid, Madrid, España beBeeRiskManagement A tiempo completo

    Job DescriptionWe are seeking an experienced professional to lead our Model Risk Management Programme, ensuring the accuracy and reliability of our financial models. This role will involve developing and maintaining a well-designed model risk management framework, guiding teams in different parts of the organisation on model development and validation...

  • Quantitative Researcher

    hace 13 horas

    Madrid, Madrid, España QM A tiempo completo

    Company DescriptionQuantitative research and development services for funds, proprietary trading firms, and other market participants, covering systematic strategies as well as broader quantitative research and trading solutions across multiple markets.Role DescriptionFull-time role for a Quantitative Researcher, based on-site in Barcelona or Madrid. A...

  • Quantitative Risk Consultant

    hace 15 horas

    Madrid, Madrid, España Prometeia A tiempo completo

    Quantitative Risk Consultant – Spain and EU OperationsPrometeia is a global firm of quantitative experts and software engineers, dedicated to applying financial modelling, economic research, and data science to solve complex business and regulatory challenges. Our mission is to combine academic excellence with industry experience by integrating...

  • Quantitative Risk Manager

    hace 15 horas

    Madrid, Madrid, España Campion Pickworth A tiempo completo

    Our client is looking to recruit a Quantitative Risk Manager within their Quantitative Risk Advisory team in Dublin or Madrid, with hybrid working. This is an exciting opportunity for an ambitious and motivated person to join a team working in financial services, with a focus on quantitative models across banking. You will be a key member of the team...

  • Lead Quantitative Researcher

    hace 16 horas

    Madrid, Madrid, España Growi A tiempo completo

    About GrowiOur mission is simple but ambitious: to make sophisticated, quantitative investment strategies accessible to everyone.We are a fast-growing startup at the intersection of blockchain technology and advanced mathematical modeling, building next-generation investment products. Our strategies are already live, managing capital, and we are scaling...

  • Validation Consultant

    hace 13 horas

    Madrid, Madrid, España Qualitice A tiempo completo

    Freelance Process Validation / PPQ ConsultantSan Sebastián | On-site / Hybrid | Jan–MarFor a pharma manufacturing projectin Spain, Qualitice is looking for an experiencedfreelance Process Validation / PPQ Consultantto supportinitial commercial validation activitiesThis is ahands-on, execution-focused rolewith on-site technical oversight...

  • Senior Quantitative Analyst

    hace 15 horas

    Madrid, Madrid, España Prima A tiempo completo

    Are you looking for a new challenge?Fancy helping us shape the future of motor insurance?Prima could be the place for you.Since 2015, we've been using our love of data and tech to rethink motor insurance and bring drivers a great experience at a great price. Our story began in Italy, where we've quickly become the number one online motor insurance provider....

  • Senior Manager I Data Scientist

    hace 13 horas

    Madrid, Madrid, España BBVA A tiempo completo

    BBVA is a global company with more than 165 years of history that operates in more than 25 countries where we serve more than 68 million customers. It has more than 126,000 professionals working in multidisciplinary teams with profiles as diverse as financiers, legal experts, data scientists, developers, engineers and designers.About the areaThe COE Risk CIB...