Primary responsibilities include comprehensive analysis of risk models used in banking, including classical and machine learning models like scorings, ratings, and credit risk parameters. The expert will evaluate model performance, forecast potential outcomes, and provide strategic recommendations for model improvement. Tasks involve developing validation methodologies, testing approaches, and creating tools to support risk management.
Required experience includes advanced degree in economics, mathematics, or statistics, with deep expertise in statistical model evaluation, data analysis techniques using both traditional (Excel) and modern tools (R/Python). Candidates must demonstrate ability to statistically assess model quality, interpret results, work with relational/non-relational databases, and utilize SQL effectively. Strong communication skills in English and ability to explain complex technical findings are crucial.
The role offers a competitive compensation package including employment contract, hybrid work model, supportive work environment, interesting strategic projects, internal development programs, attractive motivation system, banking product offerings, housing loans, private healthcare, cafeteria system, Multisport card, wellbeing activities, and support for parents. The position provides opportunities for international knowledge exchange within the Santander group.
