Credit Risk Analyst

• Professional experience in similar positions.
• Experience in the following will be valued:
• Development or validation of scoring and rating models.
• PD, LGD, EL, EAD, and Stress Test models.
• Provisions under IAS 39 and IFRS9.
• Economic and regulatory capital.
• Implementation of Basel II requirements and relationship with supervisory bodies.
• Calculation of regulatory capital for IRB portfolios.

• Master's in Quantitative Finance or Actuarial Sciences is valued.

• Bachelor's Degree in Mathematics, Statistics, Engineering, Physics, or Economics.

• Advanced English.
• Knowledge of Portuguese, French, and/or German is valued.

Credit risk analyst (m/f/x)

Are you passionate about quantitative analysis and risk management in the financial field? We are looking for an Internal Risk Validation Analyst to join a team specialized in the evaluation and validation of credit risk models. You will have the opportunity to participate in strategic projects, working with advanced methodologies and collaborating with different business areas to guarantee the soundness and reliability of the models used in risk management.

• Independently validate new credit risk models before they are put into production.
• Critically analyze the models and the assumptions used in their development.
• Review and evaluate the quality of the data used in the construction of the models and the sample selection methods.
• Analyze the technological environment in which the models are implemented, verifying their correct integration into the systems.
• Evaluate the performance and robustness of the risk models.
• Review the monitoring processes and the backtesting results carried out by users and developers.
• Maintain a fluid relationship with different stakeholders: model owners, portfolio managers, developers, and external bodies.
• Prepare reports and issue an independent opinion on the suitability of the models for their intended purpose.
• Collaborate in the identification of improvements and in compliance with regulatory requirements and internal policies.

• Location: Boadilla del Monte (Madrid).
• Full-time schedule of 8 hours per day.
• Office hours from Monday to Friday.
• Salary: €1,997 gross per month.
• Temporary contract to cover maternity leave.
• Joining a dynamic, innovative, and highly specialized environment in risk management.

We are waiting for you!

If you have experience in risk model validation and wish to continue developing professionally in a top-tier financial environment, apply for this offer and take the next step in your professional career. We want to get to know you.

• Programming in SAS, R, Python, VBA, C++, and MATLAB.

• Ability to simultaneously manage several projects and priorities.
• Attention to detail and analytical capacity.
• Autonomy and teamwork.
• Flexibility and creativity in problem-solving.
• Proactivity to propose improvements and guarantee regulatory compliance.