Especialista de Modelos, Riesgo

This is a fully remote position, open to applicants in Chile.

📋 Description

• Development and implementation of risk models Design, build, and implement advanced quantitative models (credit, market, operational), integrating machine learning techniques and predictive analytics with comprehensive documentation to ensure traceability.

• Monitoring and validation of models Conduct continuous monitoring of the performance of existing models, identifying degradations, biases, or non-compliance with defined thresholds, and executing corrective action plans.

• Continuous methodological improvement Identify improvement opportunities in existing models and propose new methodologies considering their regulatory and market implications, leading their end-to-end implementation.

• Regulatory compliance Ensure that the models comply with CMF regulations and Basel standards (IRB, internal models), documenting assumptions, limitations, and action plans derived from monitoring and evaluations.

• Audit and inspection support Prepare and present the technical documentation required by internal audits and regulatory bodies, responding accurately and promptly to their requests.

• Collaboration with business and risk areas Work with Credit Risk, Data Science, Finance, and Product teams to ensure that models reflect the reality of the portfolio and support strategic decisions.

• Technical documentation and model governance Maintain an updated repository of models, versions, assumptions, and validation results, ensuring compliance with Tenpo's model governance framework.

⛳️ Requirements

• Bachelor's degree in Mathematical Engineering, Statistics, Industrial Engineering, Business Engineering, or related fields with a strong quantitative component.

• Between 3 to 5 years of experience in risk modeling, Data Science applied to finance, or model validation in financial institutions.

• Advanced proficiency in Python and/or R for quantitative modeling.

• Experience in statistical techniques applied to risk, such as logistic regression, decision trees, survival models, and scoring models.

• Proficiency in SQL for extracting, transforming, and validating data associated with models.

• Knowledge of CMF regulations applicable to risk models and regulatory standards such as Basel II/III and IRB.

• Experience in the complete cycle of model development: design, implementation, validation, monitoring, and retirement.

• Experience developing and implementing credit scoring or market risk models in production environments.

• Experience monitoring models and managing action plans in response to degradations or performance deviations.

• Intermediate-advanced English for reading technical papers, international regulations, and specialized documentation.

🏝️ Benefits

• Annual budget for self-managed training.

• Telecommuting.

• Day off on your birthday.

• Half-day off for the birthdays of children/parents.

• Short Fridays (we finish at 2 PM every Friday).

• Work from anywhere (Work from wherever you want! Just remember to have a good internet connection).