Model Risk Validator

Description

Job Summary: We are seeking a Model Risk Validator for Interbank, responsible for managing and developing independent model validation, ensuring regulatory compliance and methodological consistency. Key Responsibilities: 1. Development of analytical model validation with independent oversight. 2. Critical analysis of existing models and identification of improvements. 3. Contribution to the development of validation methods and policies. At Interbank, we are looking to bring the best talents into our teams to continue becoming the best bank—built on the best people—and to work together toward our purpose of supporting Peruvians in achieving their dreams, today. Therefore, we are seeking talents interested in the **Model Risk Validator** role. **Job Objective:** To manage and develop, with independent oversight, the validation of models developed within the Risk VP, ensuring that models comply with current regulatory requirements and are methodologically consistent; as well as to manage and maintain up-to-date the manuals associated with the model validation process, aligned with the Model Risk Management standard. **What will you do in this role?** * Develop analytical model validation through your technical expertise in data science, ability to handle large volumes of information, and independent oversight, ensuring these models meet current regulatory requirements and are methodologically consistent. * Conduct critical analysis of existing models (documentation, data quality, design, and implementation) and their processes, identifying improvement opportunities through the validation process. Propose new approaches and tools to enhance efficiency across the model lifecycle. * Develop and maintain updated regulatory manuals for the model validation process throughout the model lifecycle, aligned with regulatory requirements for appropriate Model Risk Management. * Contribute to the development of validation methods and policies, and adapt validation concepts as new regulatory standards, technologies, or data science practices emerge. * Foster synergies with various teams including Modeling, Data Analytics, Retail Banking Risk, external consultants, among others. * Prepare validation reports as stipulated in the regulatory manuals governing the model validation process. **What do we need from you?** * Professional degree in Statistics, Mechatronics, Economics, Systems Engineering, Computer Science, Physics, Mathematics, Software Engineering, or related data science fields. * Minimum 1 year of prior experience in similar roles, preferably in Data Governance, Data Science, Cloud Engineering, Finance, Telecommunications, or Insurance. * Experience in developing mathematical, statistical, or econometric models; programming languages; desirable (Big Data/Data Mining/Cloud/Management Indicators/Risk, regulations). Desirable knowledge of Risk/Modeling/Analytical Tools, cloud. * **What do we offer at Interbank?** * Purpose: Drive the digital transformation of one of Peru’s most important companies. * Challenges: Participate in projects promoting digital change in the financial sector. Growth: Access continuous development opportunities, trainings, and mentoring. * At Interbank, we are committed to equal opportunity. All applicants will be considered without regard to ethnic origin, gender, age, marital status, sexual orientation, religion, disability, nationality, or economic condition. We are part of the Intercorp Group. At Interbank, our employees are our top priority, and our main goal is to help them achieve their dreams. We are inspired by having the best team—committed, motivated, contributing, growing, and innovating—which helps us become a solid and values-driven company. We foster an authentic environment built on trust and client commitment. We promote equal opportunity between men and women. Interbank is one of the country’s leading financial institutions, focused on delivering innovative products and convenient, agile service to over 2 million customers.