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Model Risk Manager - Spanish Speaking

  • Job type: Permanent
  • Location: Madrid
  • Salary: Competitive
  • Job reference: 446423/005_1560443479
  • Sector: Selby Jennings, Risk Management
  • Date posted: 13/06/2019

Job Responsibilities:

  • Assist the development of advanced analytics

  • Validation for regulatory models (AIRB, VAR/ Expected Shortfall and IMM)

  • Validation for non- regulatory models (Pricing/ Valuation, IFRS9, Machine Learning/ AI)

  • Support various teams by assessing the components of the entire model lifecycle

Job Requirements & Skills:

  • Degree in economics, mathematics, finance and/or equivalent

  • Experience in model development and/or validation

  • Understanding of risk regulations, including risk regulatory/ economic capital calculations

  • Ability to challenge and improve models and algorithms

  • Strong analytical skills

  • Strong communication and presentation skills

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