Subgerente de Banca al Detalle – Modelos Predictivos

About the role

The role supports the implementation of predictive models that calculate the probability of default (PD), exposure at default (EAD) and loss given default (LGD) for the retail credit portfolio of Banco Popular. It also designs and monitors client‑management strategies to optimise returns from low‑risk customers while improving risk handling for higher‑risk segments.

Key responsibilities

• Develop and implement predictive scoring models for personal banking to estimate PD, LGD, EAD and expected loss.
• Maintain risk control instruments and actions to prevent and mitigate potential losses.
• Adapt models to regulatory requirements and incorporate supervisory feedback.
• Collaborate with business and risk units to design client‑management strategies, gather required data and define risk‑based pricing.
• Produce regular monitoring reports on strategy effectiveness by product, segment and risk level.
• Prepare executive reports on losses, deviations from tolerance thresholds and recommendations for portfolio‑wide rollout.

Required profile

• Experience in credit risk modelling and implementation of predictive analytics in a banking environment.
• Understanding of regulatory expectations for risk models.
• Ability to work with cross‑functional teams to translate model outputs into business strategies.
• Strong analytical mindset and attention to detail.

Required skills