




Summary: Taleo is seeking a Risk Quantitative Analyst to conduct quant reviews, independent reviews of methodologies, and enhance model risk control. Highlights: 1. Opportunity to work on key validation projects like FRTB SA and IMA 2. Independent reviews of critical financial methodologies 3. Enhance control of model risk and ensure regulatory compliance ### **Job description** Hello, I’m reaching you from Taleo, an international financial consulting company, with presence in 10 countries, and a team of \+500 consultants delivering services to \+ 150 financial entities in business and IT projects. We are looking for a Risk Quantitative Analyst, based in Madrid (hybrid) to join our entity in Spain for: Quant reviews on several key validation projects. Among others the Standard Approach of Fundamental Review of trading books (FRTB SA and IMA), validation of Standard Approach of Counterparty and Credit Risk (SA CCR) or CCR Stress Testing programme Independent reviews of provided scope and / or implementation and / or methodology and / or pricer, most probably targetted on FRTB IMA methodologies Value added findings enhancing the control of model risk and ensuring the submission package reaches Regulatory Standards where applicable Outcome of the reviews will have to be presented in memos following the appropriate applicable wording and formatting The rol requires the following expertise: * Technical and quantitative skills * Knowledge of market and / or counterparty risk models * Applicable regulation * No project management is required * Fluent in English If you’re interested, please attach an updated cv and I will reach you out to discuss further the position and conditions. Best Regards,


