Quant Developer – Riesgos Financieros

About the role

Design, develop, implement, and validate quantitative models for financial and non-financial risks, including credit risk, market risk, interest rate risk, and liquidity risk. Contribute to regulatory exercises and build tools to automate and optimize risk management processes. Requires a degree in mathematics, statistics, physics, engineering, quantitative economics, or a related field, plus 3–5 years of quantitative experience, preferably in financial services. Candidates should have strong statistical modeling, econometrics, machine learning, and financial risk modeling skills, proficiency in Python and SQL, knowledge of banking regulations, and advanced English; a relevant master's degree or FRM/CFA certification is valued.