credit risk quantitative analyst.

¡Esta propuesta te puede interesar!

En Randstad nos moviliza ayudar a las personas y a las organizaciones a desarrollar todo su potencial. Ese es el compromiso que asumimos como compañía en todo el mundo, un compromiso que nos impulsa a ir más allá para lograr que nuestros clientes y candidatos alcancen el éxito. ¿Cómo lo hacemos?, combinando nuestra pasión por las personas con el poder de la tecnología, creando experiencias más humanas, que nos permitan ser una fuente de inspiración y apoyo para quienes nos eligen. Porque estamos convencidos de que mejores personas hacen mejores empresas.

An S&P Global Company is looking for Credit Risk professionals. This position is part of a highly skilled team responsible for the development, assessment and improvement of risk models using quantitative and statistical tools and data analysis, calibration, performance & benchmarking techniques, along with model documentation to assure compliance with our clients’ Corporate Policies and Regulatory Guidance.

Modeling activities include, but are not limited to:

• Understanding the model scope and the underlying credit products and portfolios.
• Collecting and organizing data, assessing data consistency.
• Evaluating model assumptions and conceptual soundness of the model, and identifying model limitations using advanced quantitative and statistical tools.
• Learning proprietary systems and/or other required program languages in short span of time.
• Conducting Model diagnostic and testing, including performance, stability, sensitivity, and scenario analysis.
• Challenging the model with market known or by developing new alternative methods.
• Preparing reports, presentations, and other types of modeling documentation.
• Communicating with different stakeholders, such as model developers, model users, and data providers.

The candidate must have effective written and verbal English communication skills. In addition to very strong quantitative skills, an effective personal style/attitude, and the ability to work collaboratively with various cross-functional activities is key for success in this role.

Required Qualifications and Background:

• Degree (BSc) in Economics, Statistics, Mathematics, Actuarial Sciences, or related fields with 2 years of industry experience (banks, insurers, asset managers, or financial institutions).
• Advanced knowledge of statistics and econometric concepts such as time series techniques, regression analysis, forecasting models, Logit/Probit models, etc.
• Good understanding of credit risk modelling (default risk, LGD and EAD models).
• Background in commercial and mortgage credit products.
• Good programming skills: SAS, R, VBA and/or Python.
• Advanced English communication skills (written and spoken).

Preferred Qualifications and Background:

• Master’s degree (MSc) in Economics, Econometrics, Statistics, Mathematics, Actuarial Sciences, or related fields.
• Strong analytic and decision-making skills.
• Model risk management experience in quantitative modelling or validation.
• Understanding of regulatory stress testing, sensitivity analysis, uncertainty analysis, model benchmarking, model performance, etc.
• Knowledge of climate risk model methodology and scenario analysis.
• Experience in Fixed Income products such as Bonds and structured credit products.

This is a full-time, effective and hybrid position to be covered from Vicente Lopez, Buenos Aires Province, Argentina.

Si consideras que reunís los requisitos para el puesto y te gustan los desafíos, no lo dudes…. ¡Envíanos tu CV!