Experienced Analyst - Stress Test/IFRS9/IRB Models - SCF HQ
Santander Boadilla del Monte, Community of Madrid, Spain
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Experienced Analyst - Stress Test/IFRS9/IRB Models - SCF HQ
Santander Boadilla del Monte, Community of Madrid, Spain
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Country:
Spain
SCF Headquarters is looking for a senior analyst in Stress Test/ IFRS9/IRB models based in our European offices (Boadilla del Monte (Madrid) based).
WHY YOU SHOULD CONSIDER THIS OPPORTUNITY
At Santander ( we are key players in the transformation of the financial sector. Do you want to join us?
Santander Consumer Finance focuses on business development related to consumer finance products, sales channels and commercial agreements with dealers, vehicle manufacturers or retail distribution establishments, as well as commercial functions associated with direct sales (branches, call centers or digital channels) and indirect sales (through third parties) of consumer finance products.
Santander is proud of being an organization where there are equal opportunities regardless of gender identity, culture and disability. Our mission is to contribute to help more people and business prosper.
What You Will Be Doing
As an experienced analyst, you will develop and monitoring of models, with a focus on Stress Test/IFRS9/IRB/ models, for the countries within Santander Consumer Finance's scope. We need someone like you to help us in different fronts:
* Development of risk models (stress test, capital and provisions) plan and execute models workplans agreed with different sponsors;
develop models according to internal standards and guidelines, different sponsors needs and regulatory requirements, subject to data availability and data Quality;
document and deliver the materials according to internal Group/local standards;
etc.
* Monitoring of risk models performance and report:
execute and/or support the execution of monitoring reports;
analyse the results of the monitoring on a proper and timely manner, proposing the actions which are needed in each case.
* Maintenance of Risk models:
assure an adequate maintenance of models in force executing the actions which are needed in each case (recalibrate, adjust, time window updates, etc) according to the results of the models monitoring, internal standards and different sponsors needs.
* Governance of risk models:
accompany the governance processes and supervisory exercises (Internal Validation, Internal Audit, ECB/NCAs), assuring that the recommendations/obligations related to the development and maintenance of models are met on a proper and timely manner.
* Transformation and evolution projects:
participate and/or sponsor local and global projects related to the digital transformation strategy in SCF (Data as a Service, migrations to new platforms, bottom up approaches in stress models, industrialization/automation, etc).
Experience
More than 3 years’ experience in Stress Test modelling/ IFRS9/IRB/
EDUCATION
Quantitative education oriented:
* Mathematics, Statistics, Engineering, Physics, Economics.
* Master in Quantitative Finance or similar
Skills & Knowledge
* Knowledge on Stress Test, IFRS9 and IRB modelling and regulation.
* Team work;
multicultural environments
* High level of programming skills in different languages (Python and SAS)
* Fluent English (C1), spoken and written.
Seniority level
* Seniority level Mid-Senior level
Employment type
* Employment type Full-time
Job function
* Job function Finance, Analyst, and Information Technology
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