Cargando descripción…

Senior Consultant or Manager - Quantitative Credit Risk… - Jobeax

Senior Consultant or Manager - Quantitative Credit Risk Models en España is listed on Jobeax. Browse 80,000+ vacancies available.

This job was automatically translated to English, .

About the role

At EY, we shape the future with confidence.
Here you will find more than a job: an opportunity to grow, make an impact, and leave your mark.

Join our 7,000 professionals in Spain and 15 offices and a global network of 400,000 people who work every day to transform businesses and societies.

What you'll do

Development, validation, or audit of:
Credit risk models for capital requirement calculations (IRB): PD, LGD, CCF.
Credit risk models for provisioning calculations (IFRS 9): PD, LGD, CCF, Maturity, Prepayments/ Early amortization.
Calculation engines, for both capital requirements and provisions.
Forward-Looking macroeconomic models, both for provisioning calculations and for stress testing exercises.
Models used for ICAAP purposes (Pillar 2).
Climate risk models (ESG).
Conducting Due Diligence on entities/portfolios subject to acquisition.
Development of pricing models.
Development of customer segmentation models.
New definition of Default (NDoD).
Modeling with advanced methodologies (Machine Learning).
Analysis and advisory on the impacts of regulations related to financial risks.
Constant interaction with stakeholders and regulators, participation in presentations for relevant audiences, both at the client level and internally, in an international environment.
Development of scoring or rating models

What we're looking for

Education in mathematics, statistics, engineering, or other technical careers with a strong quantitative focus.
More than 2 years of experience in credit risk models (IRB and/or IFRS 9).
Very high level of English (spoken and written).

Nice to have

Knowledge of any of the following packages: SAS, R, Python/PySpark.
Knowledge or understanding of regulatory implications is desirable: CRR/Basel, IFRS 9.
Postgraduate courses and specialization courses in modeling techniques, statistics, and quantitative finance will be valued. Holding the FRM or CFA certification will also be positively valued.

What you'll get

Wellbeing HUB: includes policies and actions for physical (Wellhub) and mental health.
Life and Accident Insurance.
Bankinter office with special conditions.
EY Flex Compensation Plan (transport, training, restaurant card, daycare...).

How you'll work

Hybrid work and flexibility according to the project.

About the company & team

At EY, we are a global leader in audit, consulting, strategy, and transactions and legal and tax services.
We are driven by innovation, technology, and the purpose of generating a lasting positive impact.

The opportunity

#ShapeTheFutureWithConfidence | #EYCareers | #BuildingABetterWorkingWorld

Professional development

Continuous training through EY University, with an individualized training itinerary.
Career plan to boost annual growth within the firm.
Personalized support: you will have the support of a Buddy and a Counselor throughout your career.

Culture and work environment

Work in a dynamic and collaborative environment.
Opportunity to collaborate with global and multidisciplinary teams.
Expand your professional network in a diverse and enriching context.

Social commitment

Social impact actions from the EY Foundation.

About the role

En EY, damos forma al futuro con confianza.
Aquí encontrarás más que un trabajo: una oportunidad para crecer, aprender y dejar huella.

Únete a nuestros 7.000 profesionales en España y 15 oficinas y a una red global de 400.000 personas que trabajan cada día para transformar negocios y sociedades.

What you'll do

Entre las principales funciones a llevar a cabo, destacan las siguientes:

Desarrollo, validación o auditoría de:
Modelos de riesgo de crédito para cálculo de requerimientos de capital (IRB): PD, LGD, CCF.
Modelos de riesgo de crédito para cálculo de provisiones (IFRS 9): PD, LGD, CCF, Maturity, Prepagos/ Amortización anticipada.
Motores de cálculo, tanto de requerimientos de capital como de provisiones.
Modelos macroeconómicos Forward-Looking, tanto para el cálculo de provisiones como para los ejercicios de estrés (stress test).
Modelos utilizados a efectos de ICAAP (Pilar 2).
Modelos de riesgo climático (ESG).
Realización de Due Diligence sobre entidades/carteras objeto de adquisición.
Desarrollo de modelos de pricing.
Desarrollo de modelos de segmentación de clientes.
Nueva definición de Default (NDoD).
Modelización con metodologías avanzadas (Machine Learning).
Análisis y asesoramiento sobre impactos de normativas relacionadas con riesgos financieros.
Constante trato con stakeholders y reguladores, participación en presentaciones para audiencias relevantes, tanto a nivel cliente como a nivel interno, en un entorno internacional.
Desarrollo de modelos de scoring o rating

What we're looking for

Formación en matemáticas, estadística, física, ingenierías u otras carreras técnicas con fuerte especialización cuantitativa.
Mas de 2 años de experiencia en modelos de riesgo de crédito (IRB y/o IFRS 9).
Nivel muy alto de inglés (hablado y escrito).

Nice to have

Conocimiento de alguno de los siguientes paquetes: SAS, R, Python/PySpark.
Deseable conocimiento o entendimiento de las implicaciones regulatorias: CRR/Basilea, IFRS 9.
Se valorarán cursos de postgrado y cursos de especialización en técnicas de modelización, estadística y finanzas cuantitativas. También se valorará positivamente tener el certificado FRM o CFA.

What you'll get

Wellbeing HUB: incluye políticas y acciones para la salud física (Wellhub) y mental.
Seguro de Vida y Accidentes.
Oficina Bankinter con condiciones especiales.
Plan de Compensación Flexible EY Flex (transporte, formación, tarjeta restaurante, guardería...).

How you'll work

Trabajo híbrido y flexibilidad según proyecto.

About the company & team

En EY, somos una firma global líder en auditoría, consultoría, estrategia y transacciones y servicios legales y fiscales.
Nos impulsa la innovación, la tecnología y el propósito de generar un impacto positivo duradero.

La oportunidad

#ShapeTheFutureWithConfidence | #EYCareers | #BuildingABetterWorkingWorld

Desarollo profesional

Formación continua a través de EY University, con un itinerario formativo individualizado.
Plan de carrera para potenciar el crecimiento anual dentro de la firma.
Acompañamiento personalizado: contarás con el apoyo de un Buddy y un Counselor durante toda tu trayectoria.

Cultura y entorno de trabajo

Trabajo en un entorno dinámico y colaborativo.
Oportunidad de colaborar con equipos globales y multidisciplinares.
Ampliación de tu red profesional en un contexto diverso y enriquecedor.

Compromiso social

Acciones de impacto social desde la Fundación EY.

Postularse a la vacante

Vacantes similares

Más como este puesto

Senior Customer Account Manager (French or Italian speaker)

Hace 1 día

Presencial

€70,000 - €95,000 a year

... commercialization journeys. This role is ideal for a consultative enterprise account manager who excels at developing executive relationships, managing complex customer portfolios, executing disciplined commercial processes, and driving long-term customer value. Successful Senior Customer Account Managers serve as the trusted commercial ...

Spain

twentysix

Senior Quantitative Research Lead - Remote/Hybrid

Hace 8 días

Remoto
Híbrido

... end-to-end para grandes cuentas, capaz de diseñar investigaciones ad-hoc y traducir datos en insights accionables. Trabajarás en un entorno global, con interacción con equipos de otros países, empleando SPSS, R o Python, Excel avanzado y herramientas de visualización. Se valora mentoring, storytelling y enfoque consultoría.

Spain, Madrid

Quantitative Risk Analyst

Hace 7 días

Híbrido

Hybrid

... methodologies of SIX Clearing, enhancing the existing quantitative risk methodologies framework in compliance with the Regulation, and according to the SIX Group risk policies, procedures and best practices in terms of risk management. - Developing, calibrating, implementing and reviewing quantitative risk models, stress- and ...

Spain

RMG Digital

Quantitative Research Analyst

Hace 6 días

Presencial

€400 EUR - €450 EUR

... problem to solve? - Setting your quantitative picture alongside the qualitative UX research the team already runs, so the two together drive the decisions. - Working in close partnership with a senior research and service design lead, and with the design lead who will own the experience vision for implementation. - Presenting ...

Spain

MindMatch

Quantitative Research Analyst

Hace 7 días

Presencial

€400 EUR - €450 EUR

Spain, Barcelona

RMG Digital

Quantitative Research Analyst

Hace 13 días

Presencial

€400 EUR - €450 EUR

Spain, Barcelona

Global Product Manager - Barcelona or London

Hace 7 días

Híbrido
Tiempo completo

Full-time hours

... Prioritization: - Own and develop the Product Roadmap - Prioritize user and business needs, integrate requirements from other Product Teams - Integration & Collaboration: - Ensure effective communication with stakeholders and other streams, sharing visibility and managing dependencies. - Identify and mitigate risks associated ...

Spain

Empresa Confidencial

Business Consultant / Senior Consultant - Turismo/Hospitality

Hace 8 días

Buscamos Business Consultant / Senior Consultant en Turismo/Hospitality para ampliar nuestro equipo en Madrid . ¿Qué harás? - Liderarás iniciativas estratégicas que impactan directamente en la toma de decisiones del sector. - Diseñarás soluciones innovadoras para retos complejos de negocio. - Detectarás oportunidades de ...

Spain, Vitoria

Veramed

Principal or Senior Statistical Programmer - Remote - Spain

Hace 7 días

Remoto
Híbrido
Presencial

... opportunities for Principal and Senior level Statistical Programmers skilled in SAS and R, to join us on a permanent basis. We can offer fully remote, hybrid or office-based working, training and a very supportive and quality focused environment. The purpose of the role is to provide programming support to the statistics ...

Spain, Madrid

Veramed

Principal or Senior Statistical Programmer - Remote - Spain

Hace 8 días

Remoto
Híbrido
Presencial

... projects, Veramed is creating new opportunities for Statistical Programmers to work on innovative studies, expand their skills and advance their careers within a supportive, specialist CRO We have multiple exciting opportunities for Principal and Senior level Statistical Programmers skilled in SAS and R, to join us on a permanent ...

Spain, Castro

Full On Net

Senior Project Manager

Hace 1 día

Remoto
Contrato

At Full On Net by Sword, we are looking for an experienced Senior Project Manager to a very prestigious client in Switzerland. Essential - At least 7 years of professional experience in the management of Salesforce architecture and product leadership, including experience in the area of digital transformation strategies ...

Spain, Barcelona

Senior M&A Consultant

Hace 6 días

Híbrido

Hybrid

... collaboration across all EY Parthenon Spain teams. What you'll do As a Senior Consultant, you will participate in M&A processes, provide support in preparing information memoranda, financial models, and pitches, among others, while staying in contact with clients to achieve their goals and managing a team of more junior professionals. ...

Spain

Senior SAP Treasury Consultant

Hace 7 días

Remoto

Fully remote

About the role EPAM is looking for a Senior SAP Treasury Consultant to join our team in a fully remote capacity, available to candidates based in Spain and Portugal. In this role, you will design, implement and support SAP S/4HANA Treasury and Payment solutions for our clients. You will take technical ownership of SAP In-House ...

Spain

Senior Microsoft Fabric Consultant

Hace 7 días

Presencial

Have the right to work in Spain

... ecosystem. 💡 What will you do? - Design and implement ETL/ELT processes for data integration and transformation in Microsoft Fabric. - Develop and optimize data models focused on analytics and reporting. - Create and maintain reports and dashboards in Power BI following best practices for performance and visualization. - Develop ...

Spain

Senior Transaction Diligence Consultant

Hace 7 días

Híbrido

Hybrid

... room to grow What you'll do As a Senior in the department, you will advise our clients on due diligence services across all types of corporate transactions. The work to be carried out will involve due diligence services (buy side and vendor due diligence), including financial analysis within the framework of a corporate transaction, ...

Spain

Senior Transfer Pricing Consultant

Hace 7 días

Híbrido

Hybrid

... degree in Business Administration and Management (ADE) and/or Law, Economics, Engineering. - 3 to 5 years of experience in Transfer Pricing teams. - Ability to work in a team. - Ability to work under pressure and meet tight deadlines, reporting to multiple managers simultaneously. - Advanced English level. - Advanced Excel ...

Spain

Veeva

Senior Consultant - Architect

Hace 13 días

Remoto
Tiempo completo

€68,000 - €115,000 a year

... conversation with the hiring manager - A practical case exercise - A final conversation with our group's Senior Leader. - Once all interviews are complete, the manager will be in touch with a final decision. Veeva’s headquarters is located in the San Francisco Bay Area with offices in more than 15 countries around the world. ...

Spain, Barcelona

Indra

Senior BI Consultant

Hace 13 días

Remoto

... direct and fluid communication with managers and colleagues, in a collaborative and open environment. - Autonomy and Flexibility ⏳: You will have the freedom to organize your work, with real work-life balance adapted to your pace. - Career Plan Tailored to You 📈: Designed to boost your professional growth and development. ...

Spain

N26

Senior Atlassian Consultant

Hace 13 días

Remoto
Contrato

... nationalities. Do you see yourself thriving in this role? We'd love to see your application even if you don't meet 100% of the criteria. You may just be the right fit for this or other roles! About the Opportunity We are seeking a Senior Atlassian Consultant to join our team at N26. This role is designed for an Atlassian technical ...

Spain, Barcelona