Quantitative Risk Manager
On-siteMadrid, Madrid, Spain
Madrid, Madrid, SpainOn-siteFull TimeMasters DegreeStartup
Full TimeMasters DegreeStartup
Job Summary
Lead assignments and engagements with banking clients in specialist quantitative and risk expertise areas, including IRB, IFRS9, Stress Testing, Pillar 2, and Portfolio Management. Apply bespoke quantitative and qualitative frameworks for end-to-end independent model validation and develop solid business strategy and market understanding. Provide on-going training and support to the team while ensuring clear communication of work outcomes to internal reporting lines and external stakeholders. Utilize statistical and coding packages such as SAS, R, Python, VBA, and C++ to deliver client-facing solutions under tight timeframes.
Required Qualifications
- Masters degree or equivalent professional qualification in the area of quantitative risk (modelling) business, accounting, finance, economics, maths, risk or any related professional discipline
- 5-7 years of experience in relevant financial services roles covering topics such as IRB, IFRS9, Stress Testing, Pillar 2 and Portfolio Management
- Extensive understanding/ experience of the banking sector, the practical operation of companies within the industry and quantitative risk management techniques and approaches
- Strong analytical, problem solving, decision making, planning and organisational skills
- Proven ability to critically assess issues and to identify solutions
- Knowledge of the banking regulatory and legal framework
- Excellent verbal and written communication
- Capability in managing and delivering under tight timeframes
- Strong ability to utilise statistical/ coding packages such as (SAS, R, Python,VBA, C++)
- Excellent MS Word, Excel and PowerPoint skills
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