BANAMEX Model Validation Consumer Risk Model Sr VP

Banamex; Estado de México; Híbrido; MXN 1,465,000 - 2,199,000; Jornada completa

Descripción de la vacante

A leading financial institution is seeking a highly skilled professional in Mexico City for a strategic Risk Management role focused on risk modeling and validation. The ideal candidate will have over 10 years of experience in the banking sector and strong programming skills in Python. This position offers a hybrid work model and opportunities for professional growth in a dynamic banking environment.

Servicios

Opportunity to work in a strategic role

Hybrid work model

Professional growth opportunities

Formación

• 10+ years of experience in risk modeling, predictive modeling, or model validation within banking or financial services.
• Strong knowledge of consumer credit products and regulatory requirements.
• Proven leadership skills with experience managing projects or small teams.

Responsabilidades

• Lead and execute model validation activities.
• Assess the conceptual soundness and data quality of models.
• Provide technical expertise in Python and advanced statistical techniques.

Conocimientos

Risk modeling

Model validation

Predictive analytics

Python

Machine learning

Data governance

Excellent communication in English and Spanish

Educación

Bachelor’s degree in Mathematics, Actuarial Science, Physics, Engineering, or Data Science

Master’s degree or MBA

Descripción del empleo

Location : Mexico City (Hybrid)

About the Role :

We are seeking a highly skilled professional with strong expertise in risk modeling, model validation, and predictive analytics to join our Risk Management team. This position plays a critical role in ensuring the accuracy, governance, and compliance of consumer and market risk models that support key business decisions in banking products and portfolios.

Key Responsibilities :

• Lead and execute model validation activities, ensuring models perform as expected and align with business objectives and regulatory standards.
• Assess the conceptual soundness, data quality, and methodological rigor of models used across consumer banking and market segments.
• Review model development documentation, challenge model assumptions, and ensure effective governance throughout the model lifecycle.
• Provide technical expertise in Python, machine learning, and advanced statistical techniques to evaluate and benchmark models.
• Collaborate with cross-functional teams, ensuring accurate implementation and information flow in production systems.
• Support regulatory submissions, audits, and model governance frameworks.
• Mentor and guide junior team members while contributing to the continuous improvement of validation methodologies.

Qualifications :

• Bachelor’s degree in Mathematics, Actuarial Science, Physics, Engineering, or Data Science; Master’s degree or MBA preferred.
• 10+ years of experience in risk modeling, predictive modeling, or model validation within banking or financial services.
• Strong knowledge of consumer credit products, market risk models, and regulatory requirements.
• Advanced programming skills in Python (additional languages a plus).
• Solid understanding of data governance, model governance, and implementation processes.
• Experience with machine learning techniques applied to risk and predictive modeling.
• Excellent communication skills in English and Spanish (bilingual required).
• Proven leadership skills with experience managing projects, stakeholders, or small teams.

Preferred Qualifications :

• Experience in regulatory environments (e.g., CCAR, Basel, IFRS9, SR11-7).
• Background in consumer banking portfolios and risk analytics.
• MBA or equivalent postgraduate degree is highly desirable.

What We Offer :

• Opportunity to work in a strategic and visible role within Risk Management.
• Hybrid work model in Mexico City.
• Professional growth in a global banking environment with cutting-edge methodologies