Job Description
📋 Description Define and implement EU-wide MRM framework and risk appetite. Lead MROC reporting, validations and escalations to ERC/BRC. Maintain centralized model validation standards and AI registries. Lead 2LOD validation of material/high-risk models pre-deployment. Establish ongoing monitoring standards: back-testing, benchmarking, drift. Issue 2LOD opinions and track validation actions to ERC/BRC. 🎯 Requirements MSc/PhD in quantitative field (Stats/Math/Data Science/Physics). Extensive MRM experience in a tier-1 bank or equivalent. Advanced knowledge of PD, LGD, IFRS9, ICAAP/ILAAP, stress testing. Deep understanding of ECB, GDPR, and EU AI Act regulations. Proficient in SQL and Python; interest in generative AI tools. Proven ability to design and scale risk governance frameworks. 🎁 Benefits Salary range €102,000-€387,000 + incentive awards. Based in Madrid or Barcelona; travel to Dublin/London. 38 days annual leave. €1,200 learning budget per year. Private healthcare scheme and wellbeing benefits. Relocation support to Spain.
