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Revolut is seeking a Model Risk Manager to join its risk management function across the fintech platform. The role focuses on validating, improving, and overseeing financial models used across credit risk, market risk, liquidity, capital, treasury, FinCrime, and data science domains.
Key responsibilities include:
- Providing senior management with insights on material models and their performance
- Identifying and implementing improvements to modelling processes and methodologies
- Assigning reliable model risk ratings and monitoring model lifecycle health
- Recommending enhancements to model developers to keep adverse outcomes within risk appetite
- Embedding model risk management best practices across the organization
- Communicating model assumptions, limitations, outputs, and overlays to leadership
Required qualifications:
- 5+ years validating and/or developing credit risk models
- Expertise in market, liquidity, or capital risk model validation/development
- Familiarity with finance, treasury, FinCrime, and/or data science models
- Knowledge of machine learning techniques
- Proficiency in Python and SQL
- Understanding of Australian model risk legislation and regulations
- Strong ability to work under pressure and communicate with stakeholders
Desirable experience includes banking/financial services background, AI/ML model governance and explainability, and cloud-based model deployment solutions. The role operates within Revolut's 13,000+ person global organization, supporting a 75+ million customer base across spending, saving, investing, and financial services products.
