KPMG Spain is seeking a Senior Risk Consultant - Banking Credit Models to join its Financial Services Consulting practice. You will work primarily with leading banks and insurers, acting as a specialist to build client trust and deliver high-impact projects in a dynamic environment where specialization makes us a sector leader.

What You'll Do

Lead project tasks as a specialist.
Coordinate the work of more junior colleagues within the project.
Manage project delivery deadlines.
Participate in the development of internal analytical models for measurement and rating.
Design organizational structures.
Design strategic risk management models, processes, workflows, and policies.
Diagnose and design the strategy for technological and functional transformation.
Effectively implement new solutions, such as RPA, OCR, NLP, and AI.
Develop advanced analytics environments and information management systems.
Design monitoring models and interactive dashboards.

What We're Looking For

University Degree in Engineering, Business Administration (ADE), or Economics.
Minimum 2-3 years of professional experience in financial/risk consulting or auditing for banking companies.
Experience in building or validating IRB models.
Experience in credit, market, and operational risk management.
Knowledge of the regulatory reporting framework derived from CRR-CRD-IV.
A high level of English (Minimum C1).

Nice to Have

Valuable experience in model, reputational, sustainability, and liquidity risk management.
Prior experience in areas related to innovation and development in strategic and analytical management of risk, financial, technological, or business processes.
Programming knowledge (SAS, SQL, and other languages like R or Python).

Technical Stack

SAS, SQL, R, Python, RPA, OCR, NLP, AI

Team & Environment

You will work in multidisciplinary teams combining technical (STEM) and functional profiles. Project teams range from 2 members to 15-20 people, sometimes with members from different departments and geographies.