Credit Risk Modeller: IFRS9/IRB Expert, Client-Facing

Datalink Recruitment Ltd; Madrid; On-site; EUR 60,000 - 90,000; Full time

Job summary

Datalink Recruitment Ltd in Madrid is seeking a quantitative analyst to develop IFRS9 and IRB credit risk models for major banking clients across Europe. You’ll work closely with clients, presenting analyses and shaping decisions at senior levels to influence risk management and capital allocation.

The role emphasizes hands-on model development, time-series techniques (PD, EAD, LGD, ECL, scorecards), and clear explanations of complex results.

Qualifications

• Hands-on model development in credit risk (IFRS9/IRB) and time-series methods.
• 2+ years as quantitative analyst or data scientist.
• Experience with PD, EAD, LGD, ECL, scorecards.

Responsibilities

• Develop IFRS9 and IRB credit risk models with clients.
• Present analyses and influence decision-making at senior levels.
• Advise on regulatory and strategic risk considerations.

Skills

Analytical skills

Quantitative modelling

Client communication

Regulatory knowledge

Tools

Python

SAS

Job description

Datalink Recruitment Ltd in Madrid is seeking a quantitative analyst to develop IFRS9 and IRB credit risk models for major banking clients across Europe. You’ll work closely with clients, presenting analyses and shaping decisions at senior levels to influence risk management and capital allocation.

The role emphasizes hands-on model development, time-series techniques (PD, EAD, LGD, ECL, scorecards), and clear explanations of complex results.