Senior Credit Risk Modeling

Description

Job Summary: We are seeking a credit risk modeling expert to collaborate with national financial institutions, developing risk models and utilizing tools such as SAS, R, and Python. Key Highlights: 1. Participate in the transformation of national and international organizations 2. Collaborate with model departments of financial institutions 3. Develop scoring, rating, and risk parameter models Can you envision yourself participating in the transformation of leading national and international organizations? At Deloitte, we are committed to generating impact on society, our clients, and you. We are looking for a professional to join our Credit Risk Modeling team within the Banking Risk practice, starting immediately. What is the challenge? Your objective will be to collaborate with model departments of leading national financial institutions. Your key responsibilities will include: Modeling PD, LGD, EAD, and prepayment parameters under IFRS 9 regulations. Modeling PD, LGD, and EAD parameters under CRR regulations (REGULATION (EU) No 575/2013). Developing scoring and rating models for loan admission and monitoring processes. Building macroeconomic models for scenario projection. Analyzing macroeconomic scenarios and incorporating them into IFRS 9 models. **Using model development tools:** SAS, R, Python, and machine learning techniques. Providing functional support on key topics and technical review for other team members. Documenting functional and technical aspects of the estimation process. Providing client support and interaction; reporting results. How do we envision you? At least 2 years of experience in credit risk modeling. Knowledge of the financial sector. Advanced level of English. What is it like to work at Deloitte? High-impact projects offering long-term career progression and continuous learning **️ Hybrid-flexible daily work:** flexible working hours and a healthy balance between remote work and in-office or client-site teamwork **A great atmosphere both inside and outside the office:** enjoy several team-building events per year, cultural and sports activities… and much more! **️ Holistic well-being:** take care of yourself through our physical, mental, and financial health program… and with on-site medical staff in our offices! **Social impact:** participate in numerous national and international volunteering initiatives and pro-bono projects, putting your time and talent at the service of those who need it most **️ Culture of feedback and continuous learning:** grow in an inclusive environment where equal opportunities and your personalized training plan will drive your development. Can you already picture yourself at Deloitte University in Paris? **Exclusive benefits as a Deloitte professional:** enjoy an extensive catalog of benefits and a comprehensive flexible compensation plan **If this resonates with you, here are your next steps:** Apply to this opportunity by clicking ‘Submit Application Now’ and completing your profile If you match the role, our Talent team will contact you to learn more about you Start the process! We’ll guide you through each stage until your onboarding. Deloitte is a professional services firm firmly committed to equal opportunities. In this regard, the Firm accepts and processes applications from all sectors of society, without discrimination based on gender, gender expression, race, religion or beliefs, ethnic or national origin, disability, illness or health condition, genetic predisposition to disease, age, citizenship, marital status, sexual orientation or gender identity, socioeconomic status, or any other personal or social condition or circumstance. **Location:** Madrid **Position Type:** Experienced Professionals **Service Line:** SRT **Req Id:** 48573