BANAMEX Model Validation Consumer Risk Model Sr VP

Location: Mexico City (Hybrid) About the Role: We are seeking a highly skilled professional with strong expertise in risk modeling, model validation, and predictive analytics to join our Risk Management team. This position plays a critical role in ensuring the accuracy, governance, and compliance of consumer and market risk models that support key business decisions in banking products and portfolios. Key Responsibilities: • Lead and execute model validation activities, ensuring models perform as expected and align with business objectives and regulatory standards. • Assess the conceptual soundness, data quality, and methodological rigor of models used across consumer banking and market segments. • Review model development documentation, challenge model assumptions, and ensure effective governance throughout the model lifecycle. • Provide technical expertise in Python, machine learning, and advanced statistical techniques to evaluate and benchmark models. • Collaborate with cross-functional teams, ensuring accurate implementation and information flow in production systems. • Support regulatory submissions, audits, and model governance frameworks. • Mentor and guide junior team members while contributing to the continuous improvement of validation methodologies. Qualifications: • Bachelor’s degree in Mathematics, Actuarial Science, Physics, Engineering, or Data Science; Master’s degree or MBA preferred. • 10 years of experience in risk modeling, predictive modeling, or model validation within banking or financial services. • Strong knowledge of consumer credit products, market risk models, and regulatory requirements. • Advanced programming skills in Python (additional languages a plus). • Solid understanding of data governance, model governance, and implementation processes. • Experience with machine learning techniques applied to risk and predictive modeling. • Excellent communication skills in English and Spanish (bilingual required). • Proven leadership skills with experience managing projects, stakeholders, or small teams. Preferred Qualifications: • Experience in regulatory environments (e.g., CCAR, Basel, IFRS9, SR11-7). • Background in consumer banking portfolios and risk analytics. • MBA or equivalent postgraduate degree is highly desirable. What We Offer: • Opportunity to work in a strategic and visible role within Risk Management. • Hybrid work model in Mexico City. • Professional growth in a global banking environment with cutting-edge methodologies

Location: Mexico City Metropolitan Area, MX

Posted Date: 11/7/2025