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)


  • Madrid, Madrid, España ING A tiempo completo

    At ING we are looking for a Credit Risk Model DeveloperYour role and work environment:We are looking for a talented and enthusiastic Credit Risk Model Developer to join our Retail Credit Risk Team within ING Risk Domain.The responsibility of the Retail Credit Risk team is to oversight the risk in the Spanish Retail Lending portfolio during the whole credit...

  • Credit officer Funds

    hace 1 semana


    Madrid, Madrid, España BNP Paribas A tiempo completo

    GROUP BNP PARIBASBNP Paribas Group is the top bank in the European Union and a major international banking establishment. It has close to 185,000 employees in 65 countries. In Spain we are more than 5,100 employees within 13 business lines.RISK HUBRISK is an integrated and independent control function of the BNP Paribas Group. It is the second line of...

  • Head of Credit

    hace 2 días


    Madrid, Madrid, España Nivoda A tiempo completo

    About The RoleWe are seeking a Head of Credit to architect, lead, and scale our credit function - building the frameworks, models, and systems that power our lending decisions and portfolio performance.This is a high-impact role responsible for defining credit risk strategy, pricing and underwriting processes, and decision automation to ensure sustainable...

  • Head of Credit

    hace 2 días


    Madrid, Madrid, España Nivoda A tiempo completo

    About the RoleWe are seeking a Head of Credit to architect, lead, and scale our credit function - building the frameworks, models, and systems that power our lending decisions and portfolio performance.This is a high-impact role responsible for defining credit risk strategy, pricing and underwriting processes, and decision automation to ensure sustainable...

  • Credit Risk

    hace 2 días


    Madrid, Madrid, España Cuatrecasas Goncalves Pereira Slp A tiempo completo

     JOB DESCRIPTIONCredit Risk & Collections TraineeJOB DESCRIPTIONThe intern in the Anti-money Laundering Group will report to his or her mentor (Compliance specialist) and support the department's processes regarding the procedural analysis of case acceptance, reviewing how the cases are opened, and client identification in general, while maintaining strict...


  • Madrid, Madrid, España BNP Paribas CIB A tiempo completo

    GROUP BNP PARIBASBNP Paribas Group is the top bank in the European Union and a major international banking establishment. It has close to 185,000 employees in 65 countries. In Spain we are more than 5,100 employees within 13 business lines.RISK HUBRISK is an integrated and independent control function of the BNP Paribas Group. It is the second line of...


  • Madrid, Madrid, España Pexapark A tiempo completo

    Quant Energy Market Advisor – Data & AnalyticsLocation: Warsaw OR MadridEmployment type: Full-timeWorkplace type: Hybrid (2 days)Reports to: Head of Quant AdvisoryAbout PexaparkPexapark is the price intelligence platform for clean energy. Covering solar, wind, and battery storage across more than 20 countries, Pexapark helps clean energy buyers, sellers,...

  • Corporate Credit Analyst

    hace 18 horas


    Madrid, Madrid, España Elavon Europe A tiempo completo

    At U.S. Bank, we're on a journey to do our best. Helping the customers and businesses we serve to make better and smarter financial decisions, enabling the communities we support to grow and succeed in the right ways, all more confidently and more often—that's what we call the courage to thrive. We believe it takes all of us to bring our shared ambition to...


  • Madrid, Madrid, España Pexapark A tiempo completo

    Location: Warsaw OR MadridEmployment type: Full-timeWorkplace type: Hybrid (2 days)Reports to: Head of Quant AdvisoryAbout PexaparkPexapark is the price intelligence platform for clean energy. Covering solar, wind, and battery storage across more than 20 countries, Pexapark helps clean energy buyers, sellers, and investors navigate increasingly complex power...


  • Madrid, Madrid, España AXA XL A tiempo completo

    Madrid, SpainAt AXA XL we offer more than 30 lines of business across Property, Casualty and Specialty risk, insuring companies with most complex risks across different territories. As we look to the future, our desire is to continue growing to ensure we are meeting the needs of all our clients, of all business types and size.The Energy Risk Consultant's key...