Senior Quantitative Analyst - Risk Modelling Expert

beBeeQuantitativeRiskModeller; Madrid; Híbrido; EUR 45.000 - 65.000; Jornada completa

Descripción de la vacante

A financial institution in Madrid is seeking a skilled Quantitative Risk Modeller to develop and validate risk management models. Ideal candidates will have a Master's or PhD in a quantitative field, coding experience, and knowledge of financial markets. This role offers opportunities for professional growth in a diverse and inclusive environment, along with flexible compensation plans.

Servicios

Flexible compensation plans

Hybrid telecommuting models

Benefits supporting well-being

Formación

• Strong academic background with proven research excellence.
• Experience in coding is necessary.
• Good understanding of the regulatory framework for banks.

Responsabilidades

• Design, test and validate complex risk models.
• Develop and maintain documentation for risk methods.
• Collaborate with teams to gather requirements.
• Participate in risk measurement quality assurance.

Conocimientos

Statistical techniques

Programming languages

Risk management best practices

Financial markets awareness

Educación

Master's degree in mathematics, physics or quantitative finance

PhD with research experience

Descripción del empleo

Quantitative Risk Modeller

This role is for a skilled Quantitative Risk Modeller to join our team in developing and implementing risk management models. The successful candidate will be responsible for designing, testing and validating complex risk models using various statistical techniques and programming languages.

The ideal candidate will have a strong academic background in mathematics, physics or quantitative finance, with a proven track record of research and academic excellence. They should also have experience in coding and familiarity with risk management best practices, financial markets and economic developments.

In this role, you will contribute to shaping the Bank's and the industry's future of internal models and risk management. You will work closely with other teams and stakeholders to gather requirements, design and implement risk methods and models, and ensure that all methodologies, tools and processes are documented to a high standard.

Key Responsibilities :

• Design, test and validate complex risk models using various statistical techniques and programming languages.
• Develop and maintain documentation for risk methods and models, including user guides and technical notes.
• Collaborate with other teams and stakeholders to gather requirements and provide input on risk management projects.
• Participate in quality assurance processes surrounding risk measurement, including backtesting and VaR Adequacy (P&L Explain) process.

Requirements :

Masters degree in mathematics, physics or quantitative finance, or PhD with further research experience.

Strong academic background and proven track record of research and academic excellence.

Experience in coding and familiarity with risk management best practices, financial markets and economic developments.

Good understanding and awareness of regulatory framework for banks.

What We Offer :

We offer a dynamic and collaborative work environment, with opportunities for professional growth and development. As a Quantitative Risk Modeller, you will have the opportunity to work on challenging projects, develop your skills and expertise, and make a real impact on the Bank's risk management strategies.

We value diversity and inclusion, and strive to create an inclusive work environment where everyone feels welcome and valued. We offer flexible compensation plans, hybrid telecommuting models, and a range of benefits to support your physical and mental well-being.