Back End Developer

Multisafepay BV; Málaga; Presencial; EUR 50.000 - 90.000; Jornada completa

Descripción de la vacante

Una firma innovadora busca un Quant / Credit Risk Manager para liderar proyectos financieros desafiantes. En este rol, tendrás la oportunidad de aplicar tus habilidades en modelado y análisis de riesgos, trabajando con tecnologías avanzadas y colaborando en un entorno internacional. Tu experiencia en la construcción y validación de modelos de riesgo será clave para ofrecer soluciones de alta calidad a los clientes. Si te apasiona el análisis cuantitativo y deseas contribuir a la transformación digital en el sector financiero, esta es una oportunidad emocionante para ti.

Formación

• 6+ años de experiencia en gestión de riesgos financieros y modelado.
• Dominio del inglés en el contexto financiero es esencial.
• Conocimientos en regulaciones financieras y gestión de riesgos.

Responsabilidades

• Construcción y validación de modelos de estrés y riesgo de crédito.
• Análisis de variables de mercado y su impacto en carteras.
• Interacción constante con partes interesadas y reguladores.

Conocimientos

Modelado de riesgo de crédito

Análisis de riesgos de mercado

Machine Learning

Comunicación en inglés

Trabajo en equipo

Educación

Ingeniería

Matemáticas

Estadística

Economía

Negocios con perfil cuantitativo

Herramientas

VBA

SQL

R

Python

SPSS

Excel

SAS

Matlab

Descripción del empleo

Descripción del trabajo

Adecco Selección is seeking a Quant / Credit Risk Manager with at least 6 years of experience in developing financial projects.

The candidates will join an environment where investment in knowledge, teamwork, and the search for synergies are key to providing high-quality solutions to our clients, while maintaining the prestige of our firm in the market.

You will have a chance to extend your knowledge & experience by working on interesting projects with the newest technologies and approaches. You will support clients in choosing the most suitable business solution and take part in digital transformation.

Your Key Responsibilities

• Construction and validation of stress models.
• Modeling and validation in the FRTB environment (SA and IMA), and IRC.
• Validation and improvement of market risk and ALM models, both at the parameter level and at the portfolio and balance sheet level.
• Impact analysis by stress of market variables, interest rates, macro variables, etc., on portfolios and balance sheets.
• Development of provision calculation models for expected loss (IAS39 and IFRS9), estimation of Capital parameters (PD, LGD, and EAD) as well as Scoring or Rating.
• Construction, validation, and auditing of credit risk parameters (PD, LGD, CCF).
• Analysis and implications of XVAs (CVA, FVA, KVA, AVAs, etc.) in the Trading Book environment.
• Analysis of asset securitization processes, both from a technical and regulatory perspective.
• Modeling with advanced methodologies (Machine Learning).
• Analysis and advice on the impacts of regulations related to financial risks.
• Constant interaction with stakeholders and regulators, participation in presentations for relevant audiences, both at the client level and internally, in an international environment.

Requisitos

• Education in engineering, mathematics, statistics, economics, or business with a quantitative profile.
• At least 6 years of experience in similar positions.
• Very high level of English (spoken and written) and related to the financial environment.
• Knowledge of any of the following packages: VBA, SQL, R, Python, SPSS, Excel, SAS, or Matlab.
• Knowledge or experience in credit, counterparty, and/or market risk management and analysis, ALM, regulatory parameter estimation, stress test models.
• Knowledge or understanding of regulatory implications: ICAAP, ILAAP, TRIM, FRTB, IRRBB, PRIIPS, IFRS9, IFRS13, IFRS 16.
• Knowledge in markets and in the valuation of fixed income and derivatives, their management, and analysis.
• Ability to work in a team, flexibly, and subject to deadlines.

En Adecco creemos en la igualdad de oportunidades y apostamos por el Talento Sin Etiquetas.