Remote Opportunity

Senior Model Risk - Banking

Join Winning as a senior professional working remotely from Spain. Explore the role, benefits, and apply in one place.

Full Time
$120,000 - $180,000*
4 months ago
Spain
Model Risk Management & Validation
Senior
Python
Risk Management
Model Validation
+4 more

Job Description

Desde Winning Consulting buscamos un/a Senior Model Risk para incorporarse en un proyecto relevante con un cliente del sector banca(mayorista)
Madrid | Híbrido.

Responsabilidades

  • Liderar la validación independiente de modelos de exposición CCR (IMM) y XVA en carteras de derivados, asegurando solidez conceptual, correcta implementación y monitorización continua del rendimiento.

  • Ser responsable del backtesting / outcomes analysis de IMM (EPE/EEPE/PFE): diseño metodológico, segmentación, umbrales, gobierno de excepciones e investigaciones de causa raíz.

  • Realizar challenge efectivo de componentes clave: motores Monte Carlo de exposición, simulación/calibración de factores de riesgo, curvas/discounting y agregación de cartera.

  • Validar mecánicas de netting y colateral (CSA) (VM/IM cuando aplique), MPoR, supuestos de close-out y principales limitaciones/restricciones de uso.

  • Desarrollar y mantener frameworks de benchmark/challenger testing y análisis de sensibilidad/estrés para evaluar estabilidad y razonabilidad.

  • Ejecutar verificación de implementación y testing de controles (replicación/reconciliación, estabilidad numérica, trazabilidad/calidad de datos, gestión de cambios).

  • Elaborar y presentar conclusiones de validación en foros de MRM / Model Risk Committees, impulsando planes de remediación con model owners y Tecnología.

  • Colaborar con Front Office, Market/Credit Risk, Finanzas y Tecnología para resolver hallazgos, mejorar transparencia y automatizar monitorización/reporting.

  • Mentorización de perfiles junior y contribución a estándares, mejores prácticas y mejora continua del framework de validación CCR/XVA.

    Requisitos

  • Titulación avanzada (Máster/PhD preferible) en disciplina cuantitativa: Matemáticas, Estadística, Física, Ingeniería, Informática, Finanzas Cuantitativas o similar.

  • +5 años de experiencia en model validation, desarrollo de modelos o riesgo cuantitativo, con exposición sólida a CCR / XVA y frameworks IMM.

  • Dominio técnico de simulación Monte Carlo para exposiciones, técnicas de calibración y dinámica de pricing de derivados en una o varias asset classes. Rates/FX/Credit/Equities/Commodities).

  • Experiencia demostrable liderando programas de IMM backtesting/outcomes analysis, incluyendo gobierno de excepciones y gestión de remediaciones.

  • Muy buen manejo de Python.

🌐 Sobre Winning Consulting
En Winning Consulting impulsamos la transformación de nuestros clientes mediante consultoría, formación, selección e investigación. Aplicamos pensamiento científico y metodologías probadas para generar valor sostenible. 📎 Más info: www.winning-consulting.com.

Requirements

  • Advanced degree in quantitative discipline
  • +5 years of experience in model validation, development of models or risk quantitative
  • Dominio técnico de simulación Monte Carlo para exposiciones
  • Experiencia demostrable liderando programas de IMM backtesting/outcomes analysis
  • Muy buen manejo de Python

Benefits

  • Flexible Hours
  • Gym Membership
  • Health Insurance
  • Home Office Budget
  • Learning Budget
  • Paid Time Off
  • Remote Work

Skills

Python
Risk Management
Model Validation
Quantitative Analysis
Data Analysis
Monte Carlo Simulation
Derivatives Pricing

About AI-Estimated Salary

The salary range shown was not provided by the employer. Our AI has estimated it based on the job title, required experience, location, and industry standards (confidence: 80%). This estimate should be used as a general guide only and may not reflect the actual compensation. Always confirm salary details directly with the employer during the application process.

Ready to Apply?

Join Winning today

Salary Range (AI-Estimated)*
$120,000 - $180,000
80% confidence
Posted 4 months ago

More Model Risk Management & Validation roles you might like

Discover similar opportunities from companies that are also hiring remotely.

Full Time
$85k - $95k
1 day ago
United States
Model Risk Management & Validation
Senior
Model Risk Management
Quantitative Risk Management
Financial Modeling
+4 more
Full Time
$85k - $95k
1 day ago
United States
Model Risk Management & Validation
Senior
Model Risk Management
Quantitative Risk Management
Financial Modeling
+5 more
Full Time
$80,000 - $120,000*
1 day ago
United States
Model Risk Management & Validation
Mid
Excel
SQL
Python
+1 more

Explore more remote openings

Browse fresh listings from our global community of remote-friendly teams.

Full Time
$7048.161k - $1061.802k
21 hours ago
United States
Worldwide
AI Governance & Programs
Senior
Python
SQL
AI/ML
+4 more
Full Time
$120,000 - $180,000*
23 hours ago
Worldwide
Americas
AI Security & Privacy
Senior
AI
Machine Learning
Cyber Security
+3 more
Full Time
$135k - $150k
23 hours ago
Worldwide
AI Governance & Programs
Mid
Python
Machine Learning
LLM
+4 more
Full Time
$150,000 - $250,000*
1 day ago
Worldwide
AI Security & Privacy
Senior
OWASP ZAP
Nmap
Postman
+5 more
Full Time
$120,000 - $180,000*
1 day ago
Worldwide
AI Governance & Programs
Senior
Data governance
AI Policy
Risk Management
+5 more
Full Time
$150k - $200k
1 day ago
Worldwide
AI Governance & Programs
Mid
AI
Python
Clinical AI
+5 more
Full Time
$120,000 - $180,000*
1 day ago
Australia
Worldwide
AI Governance & Programs
Senior
Data governance
AI Ethics
Regulatory Compliance
+3 more
Full Time
$120,000 - $180,000*
1 day ago
Australia
Worldwide
AI Governance & Programs
Senior
Data governance
AI Ethics
Regulatory Compliance
+3 more
Full Time
$80,000 - $140,000*
1 day ago
United States
AI Risk & Controls
Mid
Excel
SQL
Python
+1 more
Full Time
$129k - $175k
2 days ago
Worldwide
AI Audit / Assurance / Controls Testing
Senior
API
Automation
Python
+3 more
Full Time
$129k - $175k
2 days ago
Worldwide
AI Audit / Assurance / Controls Testing
Senior
API
Automation
Python
+3 more
Full Time
$119.7k - $191.1k
2 days ago
Worldwide
AI Governance & Programs
Senior
Risk Management
Model Risk
Governance
+5 more
Full Time
$120,000 - $180,000*
2 days ago
Ireland
Worldwide
AI Compliance & Legal
Senior
Data Protection
AI Compliance
Regulatory Requirements
+3 more
Full Time
$100,000 - $150,000*
2 days ago
Worldwide
AI Governance & Programs
Mid
AI/ML Concepts
Tableau
JIRA
+1 more
Full Time
$204k - $255k
2 days ago
Worldwide
AI Policy, Enablement & Training
Senior
AI
Machine Learning
Policy Development
+4 more
Full Time
$120,000 - $180,000*
2 days ago
Worldwide
AI Security & Privacy
Staff
Python
ISO 27001
ISO 27701
+4 more
Full Time
$120,000 - $180,000*
2 days ago
Worldwide
AI Security & Privacy
Staff
Python
ISO 27001
ISO 27701
+4 more
Full Time
$120,000 - $180,000*
2 days ago
Worldwide
AI Security & Privacy
Staff
Python
Adversarial Machine Learning
AI Deployment Architectures
+4 more
Full Time
Up to PHP 150k
2 days ago
Worldwide
AI Security & Privacy
Senior
PyTorch
TensorFlow
Containerized Environments
+4 more
Full Time
Up to PHP 150k
2 days ago
Worldwide
AI Security & Privacy
Senior
PyTorch
TensorFlow
Gradient-based attacks
+4 more
Full Time
$209k - $309k
4 days ago
Worldwide
AI Security & Privacy
Senior
API
AI
Security
+1 more
Full Time
$239.5k - $351.5k
4 days ago
Worldwide
AI Security & Privacy
Senior
API
AI
Security
+1 more
Full Time
$230k - $280k
4 days ago
United States
Worldwide
AI Governance & Programs
Senior
OWASP
NIST AI RMF
AI/ML systems
+5 more
Full Time
$230k - $280k
4 days ago
Worldwide
AI Governance & Programs
Senior
Agentic Trust Framework
OWASP
NIST AI RMF
+5 more
Full Time
$120,000 - $180,000*
5 days ago
Worldwide
AI Security & Privacy
Senior
Python
Go
Git
+5 more
Full Time
$159.3k - $273.2k
5 days ago
Worldwide
AI Governance & Programs
Senior
Python
Machine Learning
Data Science
+5 more
Full Time
$120,000 - $180,000*
5 days ago
Worldwide
AI Security & Privacy
Staff
Python
Go
Threat modeling
+3 more
Full Time
$80,000 - $140,000*
5 days ago
Worldwide
AI Governance & Programs
Mid
Responsible AI
ISO/IEC 42001
ISO/IEC 27001
+2 more
Full Time
$120,000 - $180,000*
6 days ago
United States
Worldwide
AI Governance & Programs
Senior
AI Ethics
Risk Management
AI governance frameworks
+5 more
Full Time
$120,000 - $180,000*
6 days ago
Worldwide
AI Security & Privacy
Senior
Security Operations
Cybersecurity
NG-SIEM
+5 more
Full Time
$163k - $237k
6 days ago
Worldwide
AI Governance & Programs
Senior
API
Product Management
AI
+4 more
Full Time
$80,000 - $140,000*
6 days ago
United States
Worldwide
AI Governance & Programs
Mid
Python
Data Analysis
Financial Data
+3 more
Full Time
$80,000 - $140,000*
6 days ago
United States
Worldwide
AI Governance & Programs
Mid
Python
Data Analysis
Machine Learning
+2 more
Full Time
$80,000 - $140,000*
6 days ago
Worldwide
AI Governance & Programs
Mid
Python
Excel
Google Sheets
+4 more
Full Time
$120,000 - $180,000*
6 days ago
Australia
Worldwide
AI Governance & Programs
Senior
AI
Machine Learning
Data Science
+4 more
Full Time
$120,000 - $180,000*
6 days ago
Worldwide
AI Governance & Programs
Senior
AI Governance
Model Risk Management
Regulatory Compliance
+5 more
Full Time
$120,000 - $180,000*
1 weeks ago
Worldwide
AI Governance & Programs
Senior
Python
ML frameworks
LLM/GenAI tooling
+2 more