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Quantitative Risk Consultant

hace 5 días

Valencia

Quantitative Risk Consultant – Spain and EU Operations Prometeia is a global firm of quantitative experts and software engineers, dedicated to applying financial modelling, economic research, and data science to solve complex business and regulatory challenges. Our mission is to combine academic excellence with industry experience by integrating macroeconomic research, quantitative analysis, business consulting, and software development. This distinctive mix of competencies has made Prometeia a leading company in Risk, Asset, and Wealth Management solutions across Europe, Africa, and the Middle East. As a leading provider of Risk Management solutions in the European market, Prometeia is expanding its presence in Spain by strengthening its Quantitative Risk Modelling Team in Madrid. We are seeking experienced professionals with expertise in Pillar I Internal Models and in the assessment of Credit and Counterparty Risk governance. To this end, we are seeking an experienced professional to contribute to the growth of the Quantitative Risk Modelling Team in Spain and support Prometeia’s activities in the Spanish market. PROMETEIA PRESENCE IN IBERIA Prometeia’s strategy for Iberia builds on its established expertise across other European markets, where it has consistently supported 40+ systemic banks and the European Central Bank with advanced risk management advisory and technological solutions. Spain in particular presents many similarities with markets where Prometeia is already a leader, particularly in the growing demand for digital transformation, regulatory-driven innovation, and the integration of advanced analytics into financial decision-making. Leveraging these parallels, Prometeia brings a strong track record in combining quantitative modeling, cutting-edge technology, and specialized advisory, offering Spanish clients a proven partner for navigating complexity. The unique mix of deep domain knowledge, innovative platforms, and long-term collaboration with leading European financial institutions positions Prometeia to deliver value and sustainable growth in Iberian evolving financial landscape. RESPONSIBILITIES The successful candidate will collaborate with a specialized team of business consultants and risk advisors, contributing to multiple projects across different European countries. In addition, he or she will contribute to the growth of Prometeia’s ERM activities in Madrid, supporting the development of quantitative risk modelling capabilities and collaborating with senior team members on selected initiatives in the Iberian market. The selected candidate will be offered a career path involving projects in multiple European countries, along with the opportunity to work in a dynamic, stimulating environment that promotes professional growth and rewards achievements. Key responsibilities for the role in the Iberian context are: • Contribute to the development of the Quantitative Risk Management Team in Madrid, supporting mentoring and knowledge sharing with junior resources, • Support client engagements in Spain and Portugal, contributing to proposal preparation and project execution, • Coordinating project streams related to Credit Risk model development / validation and Credit Risk processes for major European banking institutions, • Developing innovative solutions in Credit Risk modelling for both regulatory and managerial purposes, particularly in the field of Model Governance, Model Validation, AI/ML Models Our professionals are recognized experts who provide day-to-day contribution in complex client projects and regulatory processes, working closely with Partners and Senior Partners. They ensure timely delivery that meets or exceeds expectations, leveraging Prometeia’s distinctive expertise. Prometeia’s culture is strongly oriented towards methodological innovation. Our mission is to embed best practices developed in collaboration with top-tier clients and regulators across Europe. CORE COMPETENCES REQUIRED Ideal candidates will have 2–7 years of experience in Credit Risk Management, within the banking sector, academia or consultancy firms, in one or more of the following areas: • Development and/or validation of models (PD, LGD, EAD), • Analysis and interpretation of BCBS, EBA, and ECB regulations, • IRB Gap Analysis and pre-validation, • Credit Risk advisory, • Implementation of advanced analytics for Credit Risk processes, • Data analysis and manipulation using database programming languages (SAS, R, Python, SQL), • RWA calculation and ECL estimation TECHNICAL SKILLS • Strong command of statistical and econometric methods (logistic regression, survival models, multivariate, Bayesian, time series), • Hands-on experience in estimating and validating PD, LGD, EAD and IFRS 9 (ECL) models, covering data preparation, estimation and monitoring activities, • Proven ability to apply EBA, ECB and BCBS guidelines to model development, validation and monitoring, • Application of machine learning and AI to credit risk (transactional models, scoring, early warning), including explainability (SHAP, LIME) and validation., • Advanced use of Python, R, SAS and SQL for data wrangling, ETL automation and large-scale dataset management, • Experience with data management and modelling with distributed computing environments (e.g. Spark, Hadoop, AWS, Azure) is considered a strong plus, • Skilled in the use of risk engines and credit risk calculation platforms to implement and test risk models, • Advanced reporting and dashboarding with Excel (incl. VBA), PowerPoint, Word, Tableau, Power BI, • Experience in building automated workflows for model validation and monitoring, ensuring reproducibility and compliance LEADERSHIP SKILLS • Analytical and structured thinking, with the ability to understand project objectives and contribute to their achievement, • Coaching and mentoring attitude in developing talents and helping others grow, • Sense of responsibility and ownership of assigned tasks and deliverables, • Ability to adapt to evolving project contexts and support change initiatives, • Effective communication in multinational, multidisciplinary environments, • Proven experience delivering complex and highly demanding projects within agreed timelines and quality standards, • Self-motivated, able to work under pressure, and proactive in taking initiative, • Strong analytical skills with close attention to detail, combined with the ability to translate complex quantitative outcomes into clear business insights, • Assertive, with excellent communication, presentation, and interpersonal skills, • Project/time management skills to meet deadlines COMMERCIAL SKILLS • Good understanding of the Spanish financial ecosystem and regulatory environment, • Ability to contribute to the identification of business opportunities in the Spanish and Iberian financial markets, • Experience in supporting client relationships and contributing to account development, • Strong interpersonal skills to effectively interact with banking clients in a project-based context, • Ability to support proposal preparation and client presentations, • Ability to contribute to the presentation of specialized solutions to senior client stakeholders, • Experience in supporting ongoing client engagements and ensuring high-quality project delivery, • Awareness of cross-functional opportunities across Prometeia’s offerings. OTHER SKILLS • Fluency in English and Spanish (C1 or higher) is mandatory; proficiency in a second language is considered a plus, • Ability to work in a multilingual, multicultural environment, • Strong attention to detail and technical accuracy, • Excellent organizational and technical skills, • Team-oriented, flexible, and proactive attitude, • Strong problem-solving and interpersonal skills. WHAT WE OFFER UNIQUE OPPORTUNITY This role offers the opportunity to contribute to the growth of Prometeia’s activities in Spain within an international and fast-growing organization. You will work on quantitative risk projects in collaboration with experienced professionals, gaining exposure to cross-border initiatives and supporting the development of Prometeia’s presence in the Spanish market INTERNATIONAL FOOTPRINT Joining Prometeia in Madrid means also becoming part of a truly international team. You will have the opportunity to work on cross-border projects, collaborating with colleagues and clients from different countries and cultures. This role offers exposure to diverse markets, innovative methodologies, and a wide range of industries, giving you the chance to broaden your expertise and grow within a dynamic, global environment LOCATION Madrid is the preferred location. However, other locations in Spain may be considered on a case-by-case basis, depending on individual circumstances. Applications without an updated CV in English will not be considered.

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