Senior Credit Risk Model Developer (irb / Ifrs9)

Santander

Madrid, Spain
Hybrid
Modeling parameters of pd, lgd, ead
Experience in irb/ifrs9/stress test
Programming in r, python, sas
Santander is evolving into a technology-driven organization with a focus on customer-centric transformation

Job Summary

  • Santander is evolving into a technology-driven organization with a focus on customer-centric transformation.
  • The role involves building IFRS9 provisioning models and stress test models to meet regulatory requirements.
  • Employees can expect a competitive compensation package and opportunities for continuous learning and career growth.

Matching Summary

Santander is evolving into a technology-driven organization with a focus on customer-centric transformation.

Skills & Requirements

Must-have

  • Modeling parameters of PD, LGD, EAD
  • Experience in IRB/IFRS9/Stress Test
  • Programming in R, Python, SAS

Nice-to-have

  • Proactive and autonomous work style
  • Team collaboration and communication skills
  • Commitment to team objectives

Key Requirements

  • High level of English
  • Experience in risk modeling
  • Knowledge of accounting and prudential regulations

Work Rights

Not specified

Tailored Resume

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