Model Risk Manager

Location

Europe

Posted

4 days ago

Salary

0

Seniority

Lead

No structured requirement data.

Job Description

Model Risk Manager

Revolut Ltd

Role Description Risk at Revolut operates across all functions, products, and regions to monitor front-line performance and ensure the business operates safely. They're among the first to be involved in new initiatives, from tech to customer support. We're looking for a Model Risk Manager with expertise in data and analytics to apply ML/AI techniques across a variety of business areas. You'll challenge and improve existing modelling processes to support growth, ensuring models drive business decisions and adhere to regulatory compliance standards. Up to shape what's next in finance? Let's get in touch. What you'll be doing - Providing senior management with key insights 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 the risk appetite - Embedding solid model risk management practices across the entire model lifecycle - Increasing leadership's understanding of model assumptions, limitations, outputs, and overlays using available multi-channel distribution tools Qualifications - 3+ years of experience validating and/or developing credit risk models - Expertise in validating and/or developing market, liquidity, or capital risk models - Familiarity with finance, treasury, FinCrime, and/or data science models - Knowledge of machine learning techniques - Proficiency in Python and SQL - Knowledge of model risk legislation and regulations in France or in another EU country - The ability to work well under pressure and communicate effectively with the key stakeholders Nice to have - Experience in banking or financial services, handling model risk findings with regulators and collaborating with internal audit teams - Familiarity with AI/ML model governance, explainability, or advanced analytics in financial services - Knowledge of cloud-based model deployment or monitoring solutions - Exposure to C/C++/Docker languages Important notice for candidates - Only apply through official Revolut channels. - We don't use any third-party services or platforms for our recruitment. - Always double-check the emails you receive. - Make sure all communications are being done through official Revolut emails, with an @revolut.com domain. - We won't ask for payment or personal financial information during the hiring process. - If anyone does ask you for this, it's a scam. Report it immediately.

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