Senior/Manager - Risk Model Validation | Lisboa
Core
Senior Consultant/Manager providing risk management services, regulatory compliance support, and model development for financial institutions.
Role type
Senior IC/Manager Risk Model Validation & Regulatory Compliance
Builds
Risk rating models, stress test models, governance frameworks, and regulatory compliance strategies for Banking, Capital Markets, Asset Management, and Insurance clients.
Domain
Financial Services (Banking, Capital Markets, Asset Management, Insurance)
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
Risk management analysis, Probability of Default (PD) and Loss Given Default (LGD) modeling, time series stress testing, model validation, data manipulation and analysis, regulatory framework interpretation, SQL, SAS
Preferred skills
Consulting environment background, mentorship and team leadership, strategic business change management
Technologies
SQL, SAS
Responsibilities
Develop PD and LGD risk rating models for commercial & corporate borrowers; Develop time series Stress Test models to support capital planning; Support performance monitoring and model validation; Perform data manipulation and analysis using SQL, SAS and other tools; Participate in regulatory risk assessment exercises and independent reviews; Support team management and mentor junior members.
Seniority
Senior, hands-on IC with mentorship responsibilities
