Credit Risk Model Development Manager (ifrs9 / Irb)
Santander UK
Madrid, Spain
Hybrid
Ifrs9 model development
Irb model development
Pd, lgd, ead modeling
Santander is evolving into a technology-driven organization with people at its core, aiming to lead a customer-centric transformation that values disruptive thinking and innovation
Job Summary
Santander is evolving into a technology-driven organization with people at its core, aiming to lead a customer-centric transformation that values disruptive thinking and innovation.
The role involves end-to-end model development and team management, focusing on PD, LGD, EAD, and prepayment parameters under IFRS9 and IRB regulations, including stress testing and climate risk analysis.
Santander offers a competitive compensation package, unlimited growth opportunities, flexible hybrid work, continuous learning through Santander Open Academy, and a comprehensive wellness program (BeHealthy).
Matching Summary
Santander is evolving into a technology-driven organization with people at its core, aiming to lead a customer-centric transformation that values disruptive thinking and innovation.
Skills & Requirements
Must-have
IFRS9 model development
IRB model development
PD, LGD, EAD modeling
Python, R, SAS programming
Macroeconomic and econometric knowledge
Climate risk modeling techniques
Nice-to-have
Disruptive thinking and innovation
Proactive risk management culture
Collaboration and exploration of ideas
Customer-centric transformation
Key Requirements
10 years of experience in similar roles
Experience managing teams
Degree in Engineering, Mathematics, Statistics, Physics, or Economics