Data Analyst | Market Risk

• Minimum of 3 years of experience as a Data Analyst.
• Demonstrable experience in Market Risk, sensitivities, VaR, and stress testing.
• Advanced level of SQL and PL/SQL for analysis, validation, and parameterization of data processes.
• Intermediate experience in Control-M Workload Automation, including definition of dependencies, conditions, calendars, and process monitoring.
• Ability to work autonomously, proactively, and oriented towards problem-solving.
• English level B1–B2.
• Residency and work permit in Spain.

Will be valued

• Knowledge of financial products, risk factors, and Market Risk calculation processes.
• Experience in banking or financial environments.
• Knowledge of batch processes, data integration, and data quality.

We are looking for a Data Analyst specializing in Market Risk to take responsibility for the A.I.R.E. functionality and the processes associated with the management, transformation, and validation of sensitivity data for the calculation of risk metrics, mainly VaR (Value at Risk) and Stress Testing.

The selected person will participate in the analysis and mapping of market data, the transformation of sensitivities, the validation of information quality and consistency using SQL/PLSQL, as well as the configuration, parameterization, and monitoring of batch processes with Control-M. They will work in a coordinated manner with Risk, Data, and Technology teams, contributing to ensuring the reliability, traceability, and availability of risk calculation processes.

Main duties

• Functional management of A.I.R.E. processes linked to Market Risk.
• Analysis, mapping, and transformation of sensitivity data for VaR calculation.
• Validation, reconciliation, and quality analysis of data using SQL and PL/SQL.
• Parameterization, configuration, and monitoring of execution flows in Control-M.
• Support in Stress Testing processes, development of controls, and identification of incidents.
• Documentation of business rules, data flows, validations, and technical configurations.
• Coordination with functional and technical teams for incident resolution and process evolution.

Conditions

• Location: Spain.
• Work modality: Remote.
• Type of contract: Permanent.