Senior Quantitative Analyst - Credit Risk

beBee Careers; Málaga; Presencial; EUR 60.000 - 90.000; Jornada completa

Descripción de la vacante

A leading company is seeking a seasoned Quant / Credit Risk Manager to join their team in Málaga. The role involves developing quantitative models, analyzing credit risk parameters, and ensuring compliance with various financial regulations. Candidates should have a strong quantitative background and significant experience in risk management. High proficiency in English and programming knowledge in Python or R is required.

Formación

• Minimum 6 years of experience in credit risk management.
• Strong educational background in quantitative fields.
• Very high level of English related to finance.

Responsabilidades

• Develop and implement quantitative models for credit risk management.
• Conduct stress tests to assess portfolio impacts.
• Ensure regulatory compliance on financial risks.

Conocimientos

Credit Risk Analysis

Stress Testing

Regulatory Compliance

Programming in Python

Programming in R

Programming in SQL

Stakeholder Engagement

Educación

Education in engineering, mathematics, statistics, economics, or business

Descripción del empleo

We are seeking a seasoned Quant / Credit Risk Manager to join our team. As a key member of our organization, you will be responsible for developing and implementing quantitative models to manage credit risk.

Your Key Responsibilities

• Stress Testing : Conduct stress tests to evaluate the impact of various scenarios on our portfolio and balance sheet.
• Credit Risk Analysis : Analyze credit risk parameters (PD, LGD, CCF) and estimate capital requirements.
• Regulatory Compliance : Ensure compliance with regulatory requirements related to financial risks, including ICAAP, ILAAP, TRIM, FRTB, IRRBB, PRIIPS, IFRS9, IFRS13, and IFRS16.
• Collaboration : Work closely with stakeholders and regulators, participating in presentations for relevant audiences.

Requirements

• 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 programming languages such as Python, R, or SQL.
• Experience in credit, counterparty, and / or market risk management and analysis.