Credit Risk Quant/ consultant
hace 2 semanas
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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