Winning Consulting is looking for a Credit Risk Contultant, to jon a project for one of our multinational client in the banking sector in Madrid. Functions: Lead independent validation CCR exposure (IMM) and XVA models across derivates portfolios...
Winning Consulting is looking for a Credit Risk Contultant, to jon a project for one of our multinational client in the banking sector in Madrid.
Functions:
We are a consulting firm offering services in consulting, training, recruitment, and headhunting. We support our clients in finding innovative and sustainable solutions, ranging from applying scientific knowledge to solve complex management challenges to driving digital and technological transformation within organizations.
If you want to learn more about us, visit our website at https://www.winning-consulting.com/
Powered by JazzHR
lUHbyvdjuy
Functions:
- Lead independent validation CCR exposure (IMM) and XVA models across derivates portfolios, ensuring conceptual soundness, implementation integrity, and ongoing performance monitoring
- Own IMM backtesting / outcomes analysis (EPE/ EEPE/ PFE), including methodology design, segmentation, thresholds, exception governance, and root - cause investigations
- Provide effective challenge of key modeling components: Monte Carlos exposure engines, risk factor simulation/ calibration, curve/ discounting, and portfolio aggregation
- Validate netting and collateral (CSA) mechanics (VM/ IM where aplicable), MPoR, close- out assumptions, and key limiatations/ use restrictions
- Develop and maintain benchmark/ challenger testing and sensitivity/ stress frameworks to assess model stability and reasonableness
- Perform implementation verification and controls testing (replication/ reconciliation, numerical stability, data lineage/ quality, change management)
- Produce and present validaton conclusion
- Partner with Front Office, Market/ Credit Risk, Finance, and Technology
- Mentor junior team members
- Strong technical understanding of Monte Carlos Simulation for exposures, calibration techniques, and derivates pricing dynamics across one or more asset classes (Rates/ FX/ Credit/ Equities/ Commodities)
- Demostrated experience leading IMM backtesting/ outcomes analysis
- Proficiency in Python (Numpy/ Pandas)
- Strong written and verbal communication skills, with the ability to translate complex quantitative issues into clear risk conclusion
- Familiarity with supervisory guidance and internal model governance practices (MRM frameworks, audit/regulatory engagement).
- Experience validating or reviewing elements of:
- Margin models and **SIMM/IM** modeling impacts on exposure profiles
- Model risk controls for market data (curves, vol surfaces), CSA digitization, and trade lifecycle integrity
- XVA desk frameworks and pricing adjustments in front-office environments
- Experience leading cross-functional initiatives and mentoring junior staff
We are a consulting firm offering services in consulting, training, recruitment, and headhunting. We support our clients in finding innovative and sustainable solutions, ranging from applying scientific knowledge to solve complex management challenges to driving digital and technological transformation within organizations.
If you want to learn more about us, visit our website at https://www.winning-consulting.com/
Powered by JazzHR
lUHbyvdjuy
Ver más
¡No te pierdas nada!
Únete a la comunidad de wijobs y recibe por email las mejores ofertas de empleo
Nunca compartiremos tu email con nadie y no te vamos a enviar spam
Suscríbete AhoraÚltimas ofertas de empleo de Consultor/a en Madrid
A
Consultor/a elearning
NuevaAfi Global Education
Madrid, ES
Afi Global Education cumple 32 años en este 2026, habiéndose consolidado como una Escuela de referencia en lengua...
E
EY
Madrid, ES
En EY, damos forma al futuro con confianza. Aquí encontrarás más que un trabajo: una oportunidad para crecer, aprender y...
U
Universidad Europea
Job Description ¿Te apasionan los datos , la optimización de procesos y la mejora continua ? ¿Tienes experiencia como...
A
Amavir
¡Queremos conocerte! Apostamos por el talento , la calidad humana , la vocación de servicio y la orientación a una...
I
Impact Hub Madrid
Madrid, ES
Public Sector Junior Consultant (Prácticas) En Impact Hub, estamos buscando una persona como tú, apasionada por el sector...
G
Consultor/a de Selección
3 feb.Grupo Crit
Alcalá de Henares, ES
¡Si eres un/a apasionado/a de la selección de personal tenemos una oportunidad profesional! Nuestra oficina de Crit en...
CAS TRAINING
Cas Training, empresa de referencia con más de 20 años de experiencia en consultoría tecnológica, outsourcing y formación...
Seidorcons
Humanizando la Tecnología. Somos una gran empresa con alma de start-up. Nos organizamos por unidades de conocimiento...
D
Consultor junior Databricks
2 feb.Devoteam
Devoteam es una consultora europea líder enfocada en estrategia digital, plataformas tecnológicas, ciberseguridad y...
