Credit Risk Modeller - Spain

Revolut

Madrid, ES
  • Job Type: Full-Time
  • Function: Accounting/Finance
  • Post Date: 05/25/2021
  • Website: revolut.com
  • Company Address: The Columbus Building, 7 Westferry Circus, London, E14 4HD

About Revolut

When Revolut was founded in 2015, we had a vision to build a sustainable, digital alternative to traditional big banks. Our mission now is to help our customers improve their financial health, empower them to have more control, and promote financial cohesion across the communities in which we operate.

Job Description

ABOUT THE ROLE

The Credit Risk Modeller will work with Revolut's Head of Group Credit Risk to help grow and maintain Revolut’s wholesale credit risk models.

WHAT YOU'LL DO

Develop, improve and maintain Revolut's wholesale credit risk modelling, specifically IFRS9 models and the wholesale credit risk aspects of ICAAP
Build out of a wholesale credit risk stress testing framework
Improve and maintain the wholesale portfolio management and credit exposures approach
Develop and automate credit analytics related to wholesale credit risk management;
Support the regular reporting and monitoring required on wholesale credit risk, automating where possible.

WHAT YOU'LL NEED

+ 2 years’ wholesale credit risk modelling experience
Good knowledge of IFRS9 and IRB credit risk modelling requirements
Experience working with regulators or facilitating regulatory requests on modelling is preferred
Strong ability to communicate complex concepts in a simple manner
Good stakeholder management skills
Strong proficiency in Python and SQL
Excellent problem-solving skills

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Disclaimer: Local Candidates Only
This company does NOT accept candidates from outside recruiting firms. Agency contacts are not welcome.