Risk Frameworks Senior Specialist (f/m/x)
Core
Manage credit risk models for retail portfolios, ensuring high-quality data and coordination between local and global teams for model development, recalibration, and validation.
Role type
Senior IC credit risk frameworks specialist
Builds
Credit risk models (PD, LGD) and data pipelines for retail portfolios
Domain
Banking / Credit Risk / Regulatory Compliance (IFRS 9, CRR3)
Deliverable
production ML models
Required skills
Credit risk models (retail), IFRS 9, CRR3, Expected Credit Loss (ECL), capital (RWAs), SAS, Python, quantitative credit data analysis
Preferred skills
Advanced risk models (IRBA), credit risk management consulting, AI tools for workflow optimization
Technologies
SAS, Python
Responsibilities
Coordinate model development, recalibration, and validation activities; ensure data quality and accuracy for model inputs; act as central interface between local Credit Risk, model developers, and validators; contribute to governance and documentation of PD and LGD models; represent Spanish portfolio perspective in international cross-country projects.
Seniority
Senior, hands-on IC
