Credit Risk Modeller

Datalink Recruitment; Madrid; Presencial; EUR 42.000 - 68.000; Jornada completa

Descripción de la vacante

Datalink Recruitment is seeking a quantitative analyst to develop IFRS9 and IRB credit risk models for major banking clients across Europe from Madrid. You will apply advanced quantitative skills to shape models affecting credit decisions and capital allocation, while engaging with clients to explain complex analyses in practical terms.

You will build your reputation as a recognised expert, advancing toward senior roles with increased responsibility and client portfolio management, supported by

Formación

• Strong analytical and quantitative background.
• At least 2 years of experience as a quantitative analyst or data scientist.
• Experience in credit risk and time series modelling (PD, EAD, LGD, ECL, scorecards).
• Strong coding skills in Python or SAS.

Responsabilidades

• Create credit risk models such as IFRS9 and IRB for banking clients.
• Consult with clients and present analyses to influence decisions at senior levels.
• Develop models that impact credit decisioning, risk assessment and capital allocation.

Conocimientos

Quantitative analysis

Credit risk modelling

Time series modelling

Python

SAS

Herramientas

Python

SAS

Descripción del empleo

You’ll sharpen your credit risk modelling skills with hands-on development of IFRS9 and IRB models for major banking clients across Europe. You’ll be advised and supported by some of the best minds in the space, giving you direct exposure to advanced modelling techniques and regulatory frameworks.

Alongside that, you’ll build your reputation as a recognised expert in the field. You’ll work directly with clients, presenting your analyses and influencing decisions at senior levels. This gives you the chance to develop your communication and consulting skills, which are crucial for long-term career progression.

And there’s a clear path forward. As you build your expertise and client portfolio, you’ll move steadily toward senior and lead positions, with increased responsibility, influence and reward.

What you’ll do

You’ll create credit risk models such as IFRS9 and IRB, working closely with banking clients to develop and implement solutions that meet their regulatory and strategic needs. You’ll apply your quantitative skills to shape models that impact credit decisioning, risk assessment and capital allocation.

You’ll also consult with clients, explaining complex analyses in a clear, practical way. This client-facing element will help you build credibility and influence in the industry.

What you’ll need

Strong analytical and quantitative background, with hands-on experience in model development

At least 2 years of experience as a quantitative analyst or data scientist.

Experience in credit risk and time series modelling such as PD, EAD, LGD, ECL, scorecards etc

Strong coding skills (Python or SAS)

About the company

One of the best thought of consultancies out there with a fantastic reputation for thought leadership in Credit Risk and huge scope for progression