Model Risk Manager
About Revolut
People deserve more from their money. More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that.
Our powerhouse of products — including spending, saving, investing, exchanging, travelling, and more — help our 75+ million customers get more from their money every day.
As we continue our lightning‑fast growth, two things are essential to our success: our people and our culture. In recognition of our outstanding employee experience, we've been certified as a Great Place to Work™. So far, we have 13,000+ people working around the world, from our offices and remotely, to help us achieve our mission. And we're looking for more brilliant people who love building great products, redefining success, and turning the complexity of a chaotic world into the simplicity of a beautiful solution.
About The Role
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.
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
What You'll Need
- 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
Diversity and Inclusion
Building a global financial super app isn’t enough. Our Revoluters are a priority, and that’s why in 2021 we launched our inaugural D&I Framework, designed to help us thrive and grow everyday. We encourage applications from people with diverse backgrounds and experiences to join this multicultural, hard‑working team.
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