Quantitative Credit Risk Modeler

beBeeCreditRisk; Madrid; Híbrido; EUR 50.000 - 70.000; Jornada completa

Descripción de la vacante

A leading financial firm in Madrid is seeking a skilled Quantitative Analyst to develop and enhance credit risk models in line with regulatory requirements. The role requires 5+ years of experience in credit risk modelling, with proficiency in Python and R. The ideal candidate will have strong communication skills and be fluent in both English and Spanish, contributing to high-impact projects with major financial institutions across Europe.

Servicios

Flexible working hours

Remote work options

Comprehensive training program

Formación

• 5+ years' experience in credit risk modelling, particularly IRB models.
• Solid understanding of European regulatory landscape.
• Fluent in English and Spanish.

Responsabilidades

• Develop, validate, and enhance credit risk models aligned with Basel III and CRR.
• Lead model implementation and documentation for regulatory capital optimisation.
• Provide advisory on model risk management frameworks.

Conocimientos

Credit risk modelling

Quantitative Finance

Python

R

SAS

Communication skills

Educación

Strong academic background in Quantitative Finance, Statistics, Mathematics

Herramientas

Statistical tools

Descripción del empleo

We are seeking a skilled Quantitative Analyst to develop and enhance credit risk models in line with regulatory requirements.

Key Responsibilities :

• Develop, validate, and enhance credit risk models (PD, LGD, EAD) aligned with Basel III and CRR / CRR2.
• Lead model implementation and documentation for regulatory capital optimisation.
• Work closely with clients to understand regulatory expectations and support internal audit processes.
• Provide advisory on model risk management frameworks.

Requirements :

A strong academic background in Quantitative Finance, Statistics, Mathematics, or a related field.

5+ years' experience in credit risk modelling, particularly IRB models.

Proficient in Python, R, SAS, or similar statistical tools.

Solid understanding of European regulatory landscape.

Excellent communication and client-facing skills.

Fluent in English and Spanish.

Benefits :

This is an opportunity to work on high-impact projects with top-tier financial institutions across Europe. We offer a dynamic working environment with opportunities for professional growth and development.

What We Offer :

We provide a competitive remuneration package, including benefits such as flexible working hours, remote work options, and a comprehensive training program. Additionally, we offer a collaborative and inclusive work culture that values diversity and promotes work-life balance.