Credit Risk Modeller: IFRS9/IRB Specialist

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

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