Location: Mexico City (Hybrid)
About the Role:
We are seeking a highly skilled professional with strong expertise in risk modeling, model validation, and predictive analytics to join our Risk Management team. This position plays a critical role in ensuring the accuracy, governance, and compliance of consumer and market risk models that support key business decisions in banking products and portfolios.
Key Responsibilities:
• Lead and execute model validation activities, ensuring models perform as expected and align with business objectives and regulatory standards.
• Assess the conceptual soundness, data quality, and methodological rigor of models used across consumer banking and market segments.
• Review model development documentation, challenge model assumptions, and ensure effective governance throughout the model lifecycle.
• Provide technical expertise in Python, machine learning, and advanced statistical techniques to evaluate and benchmark models.
• Collaborate with cross-functional teams, ensuring accurate implementation and information flow in production systems.
• Support regulatory submissions, audits, and model governance frameworks.
• Mentor and guide junior team members while contributing to the continuous improvement of validation methodologies.
Qualifications:
• Bachelor’s degree in Mathematics, Actuarial Science, Physics, Engineering, or Data Science; Master’s degree or MBA preferred.
• 10+ years of experience in risk modeling, predictive modeling, or model validation within banking or financial services.
• Strong knowledge of consumer credit products, market risk models, and regulatory requirements.
• Advanced programming skills in Python (additional languages a plus).
• Solid understanding of data governance, model governance, and implementation processes.
• Experience with machine learning techniques applied to risk and predictive modeling.
• Excellent communication skills in English and Spanish (bilingual required).
• Proven leadership skills with experience managing projects, stakeholders, or small teams.
Preferred Qualifications:
• Experience in regulatory environments (e.g., CCAR, Basel, IFRS9, SR11-7).
• Background in consumer banking portfolios and risk analytics.
• MBA or equivalent postgraduate degree is highly desirable.
What We Offer:
• Opportunity to work in a strategic and visible role within Risk Management.
• Hybrid work model in Mexico City.
• Professional growth in a integral banking environment with cutting-edge methodologies