About Revolut

People deserve more from their money. More visibility, more control, more freedom. And since 2015, Revolut has been on a mission to deliver just that. With an arsenal of awesome products that span spending, saving, travel, transfers, investing, exchanging and more, we've helped 45+ million customers get more from their money. And we're not done yet.

As we continue our lightning-fast growth,‌ two things are essential to continuing our success: our people and our culture. We've been officially certified as a Great Place to Work™ in recognition of our outstanding employee experience! So far, we have 10,000+ people working around the world, from our great offices or remotely, on our mission. And we're looking for more. We want brilliant people that love building great products, love redefining success, and love turning the complexity of a chaotic world into the simplicity of a beautiful solution.

About the role

The Risk team at Revolut plays a crucial role in monitoring and ensuring the safety of our operations. They work across various areas, including functions, products, and regions, to assess front-line performance and maintain secure footing for the business. Members of the Risk team are among the first to engage in new business initiatives, ranging from App Technology to Treasury and Finance, and even Customer Support 💫

As we expand our capabilities in model risk management, we are seeking a Senior Model Risk Manager with a profound passion for data analytics and expertise in ML/AI techniques applied to areas like computer vision, Anti-Money Laundering (AML)/Anti-Terrorist Financing (ATF), and fraud detection. This role is designed for a visionary ready to elevate our modelling processes to unprecedented levels.

Are you ready to challenge the status quo? We need a dynamic person who's driven to improve existing processes and be at the forefront of model risk management 🚀

What you’ll be doing

• Providing senior management, and the Board Risk & Compliance Committee with periodic key insight on material models
• Identifying improvements to modelling processes and methodologies
• Assigning accurate model risk ratings
• Providing recommendations to model developers to keep incidences of adverse outcomes within our model’s risk appetite
• Embedding excellent model risk management practices end to end across the model lifecycle
• Increasing senior management understanding of model assumptions, limitations, outputs, and overlays using available multi-channel distribution tools

What you'll need

• 6+ years of experience having validated and/or developed any of the following model types: Market Risk, Liquidity Risk, Capital Risk, Finance & Treasury models, Financial Crime models, Data science models
• Working knowledge in Python and SQL languages
• Knowledge of legislation and regulations on model risk management in the UK, USA, and EU
• The ability to work well under pressure and communicate effectively with key stakeholders
• The ability to work autonomously with the confidence to engage individuals at all levels

Nice to have

• A bachelor’s degree in mathematics, computer science, hard sciences, financial engineering, or finance is preferred.
• Working knowledge of C/C++/Docker languages.

Compensation range

• Vilnius: €4,800 - €6,000 gross monthly*
• Lithuania: €4,800 - €6,000 gross monthly*
• Other locations: Compensation will be discussed during the interview process

*Final compensation will be determined based on the candidate's qualifications, skills, and previous experience

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're not just doing this because it's the right thing to do. We’re doing it because we know that seeking out diverse talent and creating an inclusive workplace is the way to create exceptional, innovative products and services for our customers. That’s why we encourage applications from people with diverse backgrounds and experiences to join this multicultural, hard-working team.

Refer to our Data Privacy Statement for Candidates for details on our data handling practices during your application.