Job Description: Analyst for Credit Model Owner and Scenario Analysis Boadilla del Monte, Spain WHAT YOU WILL BE DOING SCF HQ Risk Area, EWRM department , is looking for an Analyst for Credit Model Owner and Scenario Analysis (Stress Test) , based in our Boadilla del Monte (Madrid) office .
WHY YOU SHOULD CONSIDER THIS OPPORTUNITY Santander Consumer Finance focuses on business development related to consumer finance products, sales channels and commercial agreements with dealers, vehicle manufacturers or retail distribution establishments, as well as commercial functions associated with direct sales (branches, call centers or digital channels) and indirect sales (through third parties) of consumer finance products.
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 businesses prosper.
WHAT YOU WILL BE DOING As an Analyst for Credit Model Owner and Scenario Analysis (Stress Test) , you will perform coordination, analysis, and development of scenario analysis activities (mainly stress test) and carry out model owner tasks (for credit provisions, stress test and economic capital).
We need someone like you to help us in different fronts: Execution and coordination of scenario exercises (stress test) in SCF HQ (ICAAP, risk appetite, regulatory exercises, strategic planning, etc.)
with a focus on estimating provisions for credit risk, including climate-related topics.
Coordinate and monitor the local executions of the scenario exercises (stress test) in the local units of SCF.
Participate in the monitoring of the scenario exercises together with the rest of the areas participating in the process through the SCF HQ Scenario Forum.
Coordinate, monitor and support local units in the development of scenario analysis models (stress test) of local units and participate in SCF's corporate models committee.
Integrate in the management the results of the scenario exercises (stress test), for example, in the commercial strategic plans, securitisations with significant transfer of risk.
Coordinate and execute the scenario exercises (stress test) in the corporate tool (Moody's Scenario Analyzer).
Act as model owner of provisions, stress test and economic capital credit models, assessing their reasonableness and suitability for the different proposed uses.
Coordination and supervision of the life cycle of credit models (provisions and economic capital), from the identification of the need for modeling to its decommissioning, including all government acts.
EXPERIENCE - 2+ years of experience EDUCATION - Bachelor's in economics, Business Administration, Engineering or other technical careers.
SKILLS & KNOWLEDGE - Languages: good in English.
French and German are positively valued.
- Office tools: required advanced excel.
- Programming languages: SAS, R, Python.
- Analytical, communication and teamwork skills.
- Experience in Scenario Analysis, ICAAP, statistical models and monitoring of credit portfolios is positively valued.
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