Credit Risk Model Development Manager (ifrs9 / Irb)

Santander

Madrid, Spain
Competitive base salary; performance-based bonus; ...
Hybrid
10 years experience in credit risk modeling
End-to-end model development for ifrs9/irb
Expertise in pd, lgd, ead parameter modeling
The role involves developing end-to-end credit risk models under IFRS9 and IRB regulations while managing internal and consulting teams

Job Summary

  • The role involves developing end-to-end credit risk models under IFRS9 and IRB regulations while managing internal and consulting teams.
  • Candidates will apply econometric and macroeconomic knowledge to create stress test scenarios including climate and sectoral analysis.
  • Santander offers a competitive salary, hybrid work flexibility, and access to global training platforms like Santander Open Academy.

Matching Summary

The role involves developing end-to-end credit risk models under IFRS9 and IRB regulations while managing internal and consulting teams.

Salary

Competitive base salary; Performance-based bonus; Comprehensive benefits package including banking conditions and wellness programs

Skills & Requirements

Must-have

  • 10 years experience in credit risk modeling
  • End-to-end model development for IFRS9/IRB
  • Expertise in PD, LGD, EAD parameter modeling
  • Proficiency in R, Python, and SAS programming
  • Experience with stress testing and macroeconomic scenarios

Nice-to-have

  • Knowledge of climate risk modeling techniques
  • Machine learning and advanced algorithm application
  • High level of English proficiency
  • Team management and consulting oversight skills
  • Disruptive thinking and innovation mindset

Key Requirements

  • Bachelor's degree in Engineering, Math, Statistics, Physics, or Economics
  • Minimum 10 years of professional experience in similar roles
  • Proven track record in regulatory compliance and standard interpretation

Work Rights

Not specified

Tailored Resume

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