Climate Change Model & Forecasting Credit Risk Analyst
Santander
Boadilla del Monte, M, ES
hace 1 día

Climate Change Model & Forecasting Credit Risk Analyst Boadilla del Monte, Spain WHAT YOU WILL BE DOING Risk Division is looking for a Climate Change Model & Forecasting Credit Risk Analyst based in our Boadilla del Monte office.

WHY YOU SHOULD CONSIDER THIS OPPORTUNITY At Santander (www.santander.com) we are key players in the transformation of the financial sector.

Do you want to join us? Credit Risk, Interest Rate Risk, liquidity risk, operational risk, reputational risk There are many types of risks, that's why it analysis and quantification is key for our purpose of being a Simple, Personal and Fair bank.

Working on risks means doing it from a management perspective that contributes to the sustainable progress of people and companies.

Santander is proud of being an organization where there are equal opportunities regardless of gender identity, culture and disability.

Our mission is to contribute to help more people and business prosper. WHAT YOU WILL BE DOING As a Climate Change Model & Forecasting Credit Risk Analyst, you will integrate climate risk in the scenario analysis framework providing analysis and quantification of transition and physical risk derived from climate change under the different scenarios.

We need someone like you to help us in different fronts :

  • Provide analysis and understanding of the impact of climate change scenarios in credit risk.
  • Define, enhance and implement a process of quantification of climate related risk (transition, physical), under different climate and macroeconomic scenarios.
  • Adapt the internal process in order to calculate the impact of climate risk in terms of probability of default, losses, staging, expected loss and other risk metrics.
  • Participate in the internal models development for climate risk, from the model owner perspective.
  • Integration of climate risk into internal and regulatory exercises (ICAAP, strategic plan, ECB climate stress test).
  • Execution of internal and regulatory exercises.
  • Support to the regulation ESG initiatives regarding climate risk (Pillar III, ESG risks in the prudential framework, etc.
  • Aiming to comply with the Supervisory expectations but also assuring that the interests of the Group are met.

  • Assure the coherency with other internal climate related initiatives as well as the climate risk managemen EXPERIENCE
  • Minimum 3 years in financial sector, preferable risks / capital or similar. EDUCATION BS in Economics, Mathematics, Physics, Engineering. SKILLS & KNOWLEDGE
  • English (B2-C1 or similar).
  • Experience in data analysis and statistical modelling.
  • Knowledge of IFRS9 regulation.
  • Knowledge of credit risk modeling under IFRS9.
  • Credit risk management
  • Climate change modelling and agreements related to financial sector. If you want to know more about us, follow us on https : / / es.
  • linkedin.com / company / banco-santander

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