Head of Model Risk & Data Quality
Hybrid · Madrid, Madrid, Spain
Job Summary
Head of Model Risk Management & Data Quality at Ebury (Madrid). Develop and maintain a model risk management framework aligned with regulatory needs; guide Finance, Operations, Analytics, Decision Science, Sales & Marketing on model development, validation, and implementation; review validations for accuracy, performance, and predictive power; monitor model performance and propose updates; provide reporting to Risk Committees and Executives; ensure documentation for all development/validation activities; stay current with evolving regulations and raise awareness of model risk; lead efforts to improve data quality and data feeding into models in collaboration with Data Teams. Requires strong analytical skills, background in quantitative fields, knowledge of Python/SQL, experience with various risk types, regulatory familiarity, effective communication, and familiarity with financial models and modern data platforms. Certifications such as FRM, PRM, or CRM could be beneficial.
Required Qualifications
- Analytical Skills: ability to understand complex mathematical models and statistical analyses; background in statistics, mathematics, or quantitative finance
- Knowledge of tools and techniques used in quantitative modelling
- Comfortable coding or reading models written in Python and SQL
- Experience with risk management across operational, financial, and market risk; familiarity with regulatory requirements
- Ability to communicate complex concepts and risk assessments to stakeholders and top-level management
- Knowledge of financial models used in the industry
- Familiarity with modern Data Platforms and related engineering, analytical, design and architectural skills
- Attention to detail in risk management; strategic thinking about model risk exposure and preventative measures
- Regulatory knowledge related to risk management
- Certifications like FRM, PRM, or CRM could be beneficial
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