Credit Risk Quant/ consultant

hace 2 semanas


Madrid, Madrid, España Antal International A tiempo completo

Para nuestro cliente, buscamos un/a
Credit Risk Quant / Consultor
para incorporarse a una multinacional de consultoría financiera que cuenta con un equipo de 135 profesionales y que abrió su filial en España hace un año, Madrid.

La compañía es una firma internacional de consultoría especializada en el sector financiero, con foco en
gestión de riesgos, finanzas y regulación bancaria
. Ofrece servicios avanzados a bancos y reguladores, combinando una sólida experiencia de mercado con expertise en riesgo de crédito, riesgo de mercado, liquidez, ESG, FinTech, planificación estratégica y optimización de procesos.

Modelo de trabajo

Modalidad flexible: podrás trabajar desde donde te resulte más cómodo.

  • Desde casa
  • Oficina en el centro de Madrid (zona Velázquez)
  • En cliente

Responsabilidades

  • Desarrollo y validación de modelos regulatorios (Pilar I: PD, LGD, EAD; Pilar II).
  • Desarrollo de satellite models y modelos de predicción de series temporales.
  • Análisis cuantitativos ad hoc.
  • Programación y análisis en SAS, Stata y/o Python.
  • Participación en ejercicios de stress testing (EBA, ICAAP).
  • Elaboración de documentación técnica.
  • Participación en proyectos de investigación relacionados con riesgo.

Requisitos

  • Máster de perfil cuantitativo (Economía, Matemáticas, Física, Estadística, Ingeniería Matemática u otros afines).
  • Sólida base en estadística y econometría.
  • Experiencia mínima de 3 años en modelos de riesgo (Pilar I, Pilar II, IFRS 9).
  • Conocimiento de la normativa CRR, guías de la EBA, ECB Guide e IFRS 9.
  • Manejo de SAS, Stata y/o Python.
  • Conocimiento del funcionamiento de un departamento de riesgos en entidades financieras.
  • Inglés avanzado

Condiciones

  • Salario a convenir en función de la experiencia aportada (a partir de 3 años)

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