Model Risk Manager

Revolut; La Coruña; Presencial; EUR 30.000 - 50.000; Jornada completa

Descripción de la vacante

A financial technology company is seeking a Senior Model Risk Manager to enhance data and analytics practices within their Risk team. The role requires extensive experience in model validation and great analytical skills, particularly in Python and SQL. This position offers competitive compensation and the opportunity to work in a dynamic environment focused on innovative financial solutions.

Formación

• 5+ years of experience in validating and/or developing models in market, liquidity, or capital risk.
• Working knowledge in Python and SQL languages.
• Familiarity with model risk management regulations across the UK, USA, and EU.

Responsabilidades

• Providing senior management and the Board Risk and Compliance Committee with key insights.
• Identifying improvements to modelling processes and methodologies.
• Providing recommendations to model developers.
• Embedding solid model risk management practices across the model lifecycle.

Conocimientos

Model validation

Data analytics

Python

SQL

Descripción del empleo

About Revolut

People deserve more from their money. More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that. Our powerhouse of products — including spending, saving, investing, exchanging, travelling, and more — help our 60+ million customers get more from their money every day.

As we continue our lightning-fast growth, 2 things are essential to our success : our people and our culture. In recognition of our outstanding employee experience, we've been certified as a Great Place to Work. So far, we have 10,000+ people working around the world, from our offices and remotely, to help us achieve our mission. And we're looking for more brilliant people. People who love building great products, redefining success, and turning the complexity of a chaotic world into the simplicity of a beautiful solution.

About the role

The Risk team at Revolut plays a crucial role in monitoring and ensuring the safety of our operations. They work across various areas, including functions, products, and regions to assess front-line performance and ensure the business is on safe footing.

Our focus lies on models that have significant implications for business decision-making, financial reporting, and compliance with regulatory requirements.

We’re looking for a Senior Model Risk Manager who’s passionate about data and analytics and has a keen emphasis on applying ML / AI techniques to areas such as computer vision, AML / ATF, and fraud detection. You'll be challenging our existing modelling processes to take them to new heights.

Up for the challenge? Let's get in touch.

What you'll be doing

• Providing senior management and the Board Risk and Compliance Committee with periodic key insight on material models
• Identifying improvements to modelling processes and methodologies, and assigning reliable model risk ratings
• Providing recommendations to model developers to keep incidences of adverse outcomes within our model risk appetite
• Embedding solid model risk management practices end to end across the model lifecycle
• Increasing senior management's understanding of model assumptions, limitations, outputs, and overlays using available multi-channel distribution tools

What you'll need

5+ years of experience in validating and / or developing models in market, liquidity, or capital risk, or within finance and treasury

Working knowledge in Python and SQL languages

Familiarity with model risk management regulations across the UK, USA, and EU

A proven ability to defend model validation reports in front of senior stakeholders

Nice to have

Experience working in banking environments, specifically handling model risk findings with regulators and collaborating with internal audit teams

Exposure to AI / ML model governance, explain-ability, or advanced analytics in financial services

Familiarity with cloud-based model deployment or monitoring solutions

Compensation range

Lithuania : €5,700 - €6,000 gross monthly

Other locations : Compensation will be discussed during the interview process

Final compensation will be determined based on the candidate's qualifications, skills, and previous experience

Building a global financial super app isn’t enough. Our Revoluters are a priority, and that’s why in 2021 we launched our inaugural D&I Framework, designed to help us thrive and grow everyday. We're not just doing this because it's the right thing to do. We’re doing it because we know that seeking out diverse talent and creating an inclusive workplace is the way to create exceptional, innovative products and services for our customers. That’s why we encourage applications from people with diverse backgrounds and experiences to join this multicultural, hard-working team.

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