RISK BCEF Model Design Junior Risk Modeling Analyst

Location: Madrid, Community of Madrid, Spain

Within the RISK Madrid Hub of CPBS (Commercial, Personal Banking & Services) you will join the RISK BCEF Model Design team. As the RISK Model Design Junior Quant, you will develop credit regulatory risk models for BCEF (PD, LGD, LGD in‑default, EAD‑CCF), in collaboration with the RISK BCEF Model Design teams in Paris, Bordeaux and Madrid, Business and IT teams of BCEF, and Group Risk teams (LoD1 and LoD2). You will be working on various current credit risk and regulatory issues at the heart of banking within the largest entity of CPBS. You will gain a strong understanding of credit risk modelling and develop expertise in credit risk management, banking regulation (CRR3, EBA Guidelines – LOM, NPE‑FBE, etc.), and the data challenges within BCEF and RISK BCEF.

• Develop new models or maint...