Model Risk Manager

About the role

Revolut is seeking a Model Risk Manager to lead model governance, oversight, and validation across its diverse modelling landscape. You will work closely with senior management and the Executive Risk Committee to ensure that all material models meet the highest standards of risk management and align with the company’s risk appetite.

Key responsibilities

• Provide senior management and the Executive Risk Committee with key insights on material models.
• Identify improvements in modelling processes and assign robust model risk ratings.
• Advise model developers on risk mitigation and alignment with risk appetite.
• Embed solid model risk management practices throughout the full model lifecycle.
• Enhance senior management understanding of model assumptions, limitations, and outputs.
• Communicate model insights effectively through clear, multi‑channel reporting.
• Collaborate with broader financial risk areas, including liquidity and market risk.

Required profile

• 5+ years of experience in model risk management, validation, or development within financial services.
• Proven track record validating or developing models across credit, market, liquidity, or financial crime.
• Solid understanding of machine learning techniques and their application in risk or fraud contexts.
• Familiarity with model risk management regulations and frameworks in Colombia.
• Ability to work autonomously and engage confidently with stakeholders at all levels.
• Excellent communication skills to translate complex model concepts into clear insights.

Required skills

• Python
• SQL
• Machine learning
• C/C++ (nice to have)
• Docker (containerisation tools, nice to have)