Python TSQL R MATLAB Excel Machine Learning

Adecco Selección, Quant/Credit Risk Manager with at least 6 years of experience in developing financial projects. The candidates will join an environment where investment in knowledge, teamwork, and the search for synergies are key to providing...
Adecco Selección, Quant/Credit Risk Manager with at least 6 years of experience in developing financial projects.
The candidates will join an environment where investment in knowledge, teamwork, and the search for synergies are key to providing high-quality solutions to our clients, while maintaining the prestige of our firm in the market.
Youll have a chance to extend your knowledge & experience by working on interesting projects with the newest technologies and approaches. Youll support clients in choosing the most suitable business solution and take part in digital transformation. 
?Your key responsibilities
·  Construction and validation of stress models.
·  Modeling and validation in the FRTB environment (SA and IMA), and IRC.
·  Validation and improvement of market risk and ALM models, both at the parameter level and at the portfolio and balance sheet level.
·  Impact analysis by stress of market variables, interest rates, macro variables, etc., on portfolios and balance sheets.
·  Development of provision calculation models for expected loss (IAS39 and IFRS9), estimation of Capital parameters (PD, LGD, and EAD) as well as Scoring or Rating.
·  Construction, validation, and auditing of credit risk parameters (PD, LGD, CCF).
·  Analysis and implications of XVAs (CVA, FVA, KVA, AVAs, etc.) in the Trading Book environment.
·  Analysis of asset securitization processes, both from a technical and regulatory perspective.
·  Modeling with advanced methodologies (Machine Learning).
·  Analysis and advice 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.
En Adecco creemos en la igualdad de oportunidades y apostamos por el Talento Sin Etiquetas

Requisitos
Education in engineering, mathematics, statistics, economics, or business with a quantitative profile.
At least 6 years of experience in similar positions.
Very high level of English (spoken and written) and related to the financial environment.
Knowledge of any of the following packages: VBA, SQL, R, Python, SPSS, Excel, SAS, or Matlab.
Knowledge or experience in credit, counterparty, and/or market risk management and analysis, ALM, regulatory parameter estimation, stress test models.
Knowledge or understanding of regulatory implications: ICAAP, ILAAP, TRIM, FRTB, IRRBB, PRIIPS, IFRS9, IFRS13, IFRS 16.
Knowledge in markets and in the valuation of fixed income and derivatives, their management, and analysis.
Ability to work in a team, flexibly, and subject to deadlines.

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