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*
2 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 2 months ago

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