Senior Credit Risk Model Developer (irb / Ifrs9)

Santander UK

Madrid, Spain
Competitive salary; performance-based bonus; compr...
Hybrid
Ifrs9 provisioning model development
Irb parameter modeling pd lgd ead
Stress test scenario analysis
The role involves building IFRS9 provisioning models and stress tests that meet European Banking Authority regulatory requirements

Job Summary

  • The role involves building IFRS9 provisioning models and stress tests that meet European Banking Authority regulatory requirements.
  • Candidates will utilize advanced techniques including machine learning, big data, and R/Python to model credit risk parameters.
  • Santander offers a hybrid work model with competitive compensation, continuous learning opportunities, and comprehensive employee benefits.

Matching Summary

The role involves building IFRS9 provisioning models and stress tests that meet European Banking Authority regulatory requirements.

Salary

Competitive salary; Performance-based bonus; Comprehensive benefits package

Skills & Requirements

Must-have

  • IFRS9 provisioning model development
  • IRB parameter modeling PD LGD EAD
  • Stress test scenario analysis
  • R and Python programming skills
  • Machine learning algorithm application

Nice-to-have

  • Climate risk modeling knowledge
  • Macroeconomic and econometric expertise
  • Team coordination and leadership
  • Disruptive thinking and innovation
  • Proactive risk management approach

Key Requirements

  • End-to-end IRB/IFRS9/Stress Test modeling experience
  • High level of English proficiency
  • Knowledge of accounting and prudential regulations

Work Rights

Not specified

Tailored Resume

Cover Letter