Senior Credit Risk Model Developer (irb / Ifrs9)

SANTANDER CONSUMER BANK S.p.A

Madrid, Spain
Hybrid (some days remote, some days in the office)
Ifrs9 model development
Irb model development
Stress test model development
Santander Consumer Bank is seeking a Senior Credit Risk Model Developer in Madrid, Spain, focused on developing IFRS9 and stress test models. The role emphasizes innovation, teamwork, and extensive use of data to meet regulatory requirements and improve financial projections

Job Summary

  • Your objective will be the construction of provision models under IFRS9 regulations and stress test models that comply with regulatory requirements.
  • Model PD, LGD, EAD and prepayments under IFRS9 regulations, adapting current models to changes in the current environment, credit management and recovery policies.
  • In Santander you can expect a fair and competitive remuneration package that reflects your impact and the value you will deliver.

Matching Summary

Match Score: 85

Santander Consumer Bank is seeking a Senior Credit Risk Model Developer in Madrid, Spain, focused on developing IFRS9 and stress test models. The role emphasizes innovation, teamwork, and extensive use of data to meet regulatory requirements and improve financial projections.

Skills & Requirements

Must-have

  • IFRS9 model development
  • IRB model development
  • Stress test model development
  • SAS/R/Python programming
  • Credit risk modeling experience

Nice-to-have

  • Climate risk modeling
  • Machine learning techniques
  • Advanced modeling algorithms
  • Team coordination skills

Key Requirements

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

Work Rights

Not specified

Tailored Resume

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