The company in question is a multinational financial institution headquartered in Spain. It is one of the largest banks in the world in terms of market capitalization and total assets. The company provides a wide range of financial services to individuals, businesses, and institutions, including retail banking, commercial banking, investment banking, and asset management. It operates in numerous countries and has a significant presence in Latin America, Europe, and the United States. The company is known for its strong commitment to corporate social responsibility, particularly in the areas of environmental sustainability and financial inclusion.
This is an exciting opportunity for a quantitative oriented, creative and hands-on individual.
The validation team of market risk models that the candidate will be part of is responsible
for the independent validation of every new market risk model.
Models should be properly designed, tested, validated and approved before they can be used to produce market risk metrics and analysis. Besides, every existing model being used has to be periodically monitored, calibrated and, if necessary, modified or replaced, once it has been properly validated and approved.