Credit Risk Model Development Manager (ifrs9 / Irb)

Santander UK

Madrid, Spain
**
Ifrs9 / irb model development
Pd, lgd, ead, prepayment modeling
Stress testing models
** Santander UK is seeking a Credit Risk Model Development Manager specialized in IFRS9/IRB to join their Madrid office. The role involves developing end-to-end credit risk models and managing teams, with a strong emphasis on innovation and collaboration within a technology-driven organization. **

Job Summary

  • Develop end-to-end models and manage teams, modeling PD, LGD, EAD, and prepayments under IFRS9.
  • Develop stress test models under macroeconomic, climate, or sectoral scenarios and apply new tools like R, Python, and machine learning.
  • Santander offers competitive compensation, global opportunities, continuous learning, flexible hybrid work, and comprehensive benefits.

Matching Summary

Match Score: 75

** Santander UK is seeking a Credit Risk Model Development Manager specialized in IFRS9/IRB to join their Madrid office. The role involves developing end-to-end credit risk models and managing teams, with a strong emphasis on innovation and collaboration within a technology-driven organization. **

Skills & Requirements

Must-have

  • IFRS9 / IRB model development
  • PD, LGD, EAD, prepayment modeling
  • Stress testing models
  • R, Python programming
  • SAS programming

Nice-to-have

  • Climate risk modeling
  • Machine learning techniques
  • Advanced algorithms
  • High level of English

Key Requirements

  • 10 years of experience in similar roles
  • Experience developing models end to end under PD, LGD, EAD, and prepayments under IFRS9/IRB
  • Experience in team management
  • Degree in Engineering/Mathematics/Statistics/Physics/Economics

Work Rights

Not specified

Tailored Resume

Cover Letter