Consultant/Manager/Senior Manager IRB Credit Risk Modelling
Role: Consultant/Manager/Senior Manager IRB Credit Risk ModellingLocation: Madrid, SpainJoin our client's dynamic team with a global footprint; they specialize in risk management and finance. As a boutique consultancy firm, they break down silos, delivering innovative solutions based on deep expertise.Key Responsibilities:Develop and validate IRB credit risk modelsDive into operational tasks related to IRB models, showcasing your deep expertise.Stay abreast of regulatory requirements, especially those tied to the IRB approach (e.g. IFRS 9).Utilize your quantitative background and analytical prowess to drive impactful results.Master relevant applications and coding languages (e.g. Excel, Python, SQL)Key Requirements:Minimum 5 years of experience in credit risk model development and/or validation, including at least one year in consultancy.Deep expertise in operational tasks related to IRB models, coupled with knowledge of current regulatory requirements.Fluent in English and preferably in either German or SpanishPassionate about driving innovation and sustainability.Excited to be part of a people-driven, collaborative environment.Discipline(s): Risk ManagementJob type: Permanent