Deloitte is the world's largest professional services network, providing audit, consulting, financial advisory, risk advisory, tax, and legal services to many of the world's most prestigious brands. Operating as a global network of member firms, the company employs hundreds of thousands of professionals across more than 150 countries, serving as a dominant force in the global consulting and accounting industry.

In Spain, Deloitte maintains a massive presence with a network of offices spanning the entire country, including major hubs in Madrid and Barcelona. The firm is a significant recruiter of international talent, particularly within its technology, cybersecurity, and digital transformation divisions, where English is often the primary working language and multicultural teams are the norm.

Founded by William Welch Deloitte in London in 1845, the firm grew through a series of high-profile mergers, including the 1989 merger with Touche Ross and the 1993 renaming to Deloitte Touche Tohmatsu. It has transitioned from a traditional accounting firm into a global leader in digital and strategic consulting.

For international professionals

Deloitte Spain operates over 20 offices across the country, providing diverse geographic options for relocation beyond just Madrid and Barcelona.
The company is a major sponsor of work visas for highly skilled international profiles, particularly in specialized IT and financial roles.
They offer a structured 'International Mobility' framework that supports employees moving between global member firms.
Deloitte University EMEA provides extensive continuous learning and networking opportunities for professionals looking to advance their careers in Europe.
Many technical and consulting roles in their 'Global Delivery Centers' in Spain prioritize English proficiency over Spanish fluency.

Senior Credit Risk Modeling

Deloitte

This job was originally posted in Spanish and automatically translated to English. You'll most likely need Spanish to apply.

Job Description

Can you imagine participating in the transformation of the leading national and international organizations?

At Deloitte, we are committed to generating an impact on society, our clients, and you.

We are looking for a person to join our Credit Risk Modeling team, in the Banking Risk area, immediately.

What is the challenge?

Your objective will be to collaborate with the modeling departments of the main financial entities nationwide. Your main responsibilities will include:

Modeling PD, LGD, EAD, and prepayment parameters under IFRS9 regulations.
Modeling PD, LGD, and EAD parameters under CRR regulations (REGULATION (EU) No 575/2013).
Developing scoring and rating models for the admission and monitoring process of operations.
Building macroeconomic models for use in scenario projections.
Analyzing macroeconomic scenarios and their inclusion in IFRS9 models.
Using model development tools: SAS, R, Python, and machine learning techniques.
Functional support on the most relevant topics and technical review for other team members.
Functional and technical documentation of the estimation process.
Support and interaction with the client. Reporting of results.

How do we imagine you?

At least 2 years of experience in credit risk modeling.
Knowledge of the financial sector.
High level of English.

What is it like to work at Deloitte?

🤩 High-impact projects where you will have a long journey and learning experience

☯️ A hybrid-flexible daily routine: you will have flexible hours and a good balance between remote work and teamwork in our offices or those of our clients

⚽ Great atmosphere inside and outside the office: you will enjoy several teambuildings a year, cultural and sporting activities... and much more!

🧘♀️ Integral wellbeing: take care of yourself with our physical, mental, and financial health program... and with a medical team in the offices!

🤲 Social impact: You can sign up for a large number of national and international volunteer opportunities and pro-bono projects to put your time and talent at the service of those who need it most

🗣️Culture of feedback and continuous learning: you will grow in an inclusive environment where equal opportunities and your personalized training plan will drive your development. Can you already visualize yourself at Deloitte University in Paris?

🤝 Exclusive benefits for being part of Deloitte: you can enjoy a wide catalog of benefits and a complete flexible remuneration plan

If you like what you read, these are your next steps:

Apply to the offer by clicking 'Submit application now' and complete your profile
If you fit the position, our talent team will contact you to get to know you better

Start the process! We will guide you through the different phases until your onboarding.

View original advert (Spanish)

¿Te imaginas participando en la transformación de las principales organizaciones nacionales e internacionales?

En Deloitte estamos comprometidos con generar un impacto en la sociedad, en nuestros clientes y en ti.

Buscamos a una persona para que se incorpore a nuestro equipo de Modelización de Riesgo de Crédito, en el área de Riesgos Banca, de forma inmediata.

¿Cuál es el reto?

Tu objetivo será colaborar con los departamentos de modelos de las principales entidades financieras a nivel nacional. Tus principales responsabilidades incluirán:

Modelizar parámetros de PD, LGD, EAD y prepagos bajo normativa IFRS9.
Modelizar parámetros de PD, LGD y EAD bajo normativa CRR (REGLAMENTO (UE) N o 575/2013).
Modelizar modelos de scoring y de rating, para el proceso de admisión y seguimiento de las operaciones.
Construir modelos macroeconómicos, para su uso en la proyección de escenarios.
Analizar los escenarios macroeconómicos, y su inclusión en los modelos de IFRS9.
Usar herramientas de desarrollo de modelos: SAS, R, Python y técnicas de machine learning.
Soporte funcional de los temas más relevantes y revisión técnica a otros miembros del equipo.
Documentación funcional y técnica del proceso de estimación.
Soporte e interacción con el cliente. Reporte de resultados.

¿Cómo te imaginamos?

Al menos 2 años de experiencia en modelización de riesgo de crédito.
Conocimiento del sector financiero.
Nivel alto de inglés.

¿Cómo es trabajar en Deloitte?

🤩 Proyectos de alto impacto donde tendrás un largo recorrido y aprendizaje

☯️ Un día a día híbrido-flexible: tendrás horario flexible y un buen equilibrio entre el teletrabajo y el trabajo en equipo en nuestras oficinas o las de nuestros clientes

⚽ Buen ambiente dentro y fuera de la oficina: disfrutarás de varios teambuildings al año, actividades culturales y deportivas... ¡y mucho más!

🧘♀️ Bienestar integral: cuídate con nuestro programa de salud física, mental y financiera... ¡y con equipo médico en las oficinas!

🤲 Impacto social: Podrás apuntarte a una gran cantidad de voluntariados de alcance nacional e internacional y a proyectos pro-bono con los que poner tu tiempo y talento al servicio de quienes más lo necesitan

🗣️Cultura del feedback y aprendizaje continuo: crecerás en un entorno inclusivo donde la igualdad de oportunidades y tu plan personalizado de formación impulsarán tu desarrollo. ¿Ya te visualizas en la Deloitte University de París?

🤝 Beneficios exclusivos por ser parte de Deloitte: podrás disfrutar de un gran catálogo de beneficios y de un completo plan de retribución flexible

Si te gusta lo que lees, estos son tus próximos pasos:

Aplica a la oferta haciendo clic en 'Enviar candidatura ahora' y completa tu perfil
Si encajas en el puesto, nuestro equipo de talento te contactará para conocerte mejor

¡Comienza el proceso! Te iremos guiando por las diferentes fases hasta tu incorporación.