Job description

Hello,

I’m reaching you from Taleo, an international financial consulting company, with presence in 10 countries, and a team of +500 consultants delivering services to + 150 financial entities in business and IT projects.

We are looking for a Risk Quantitative Analyst, based in Madrid (hybrid) to join our entity in Spain for:

Quant reviews on several key validation projects. Among others the Standard Approach of Fundamental Review of trading books (FRTB SA and IMA), validation of Standard Approach of Counterparty and Credit Risk (SA CCR) or CCR Stress Testing programme

Independent reviews of provided scope and / or implementation and / or methodology and / or pricer, most probably targetted on FRTB IMA methodologies

Value added findings enhancing the control of model risk and ensuring the submission package reaches Regulatory Standards where applicable

Outcome of the reviews will have to be presented in memos following the appropriate applicable wording and formatting

The rol requires the following expertise:

• Technical and quantitative skills

• Knowledge of market and / or counterparty risk models

• Applicable regulation

• No project management is required

• Fluent in English

If you’re interested, please attach an updated cv and I will reach you out to discuss further the position and conditions.

Best Regards,