Job Summary: We are seeking a Data Scientist for Model Risk Management and AI Governance, a key role in deploying and controlling banking model risks. Key Highlights: 1. Manage model risk in an AI-driven banking environment. 2. Collaborate on the deployment of the Model Risk Management function. 3. Define model lifecycle standards and mitigate risks. **Banco Sabadell** is the fourth-largest private banking group in Spain, comprising various banks, brands, subsidiaries, and affiliated companies covering all areas of financial business under a common denominator: professionalism and quality. A young and well-prepared team, equipped with the most modern technological and commercial resources, and a multi-brand, multi-channel organization focused on customers enable **Banco Sabadell** to hold a prominent position in the market for personal and corporate banking. (1\) **What Are We Looking For?** -------------------------- We are currently seeking our future Data Scientist – Model Risk Management and AI Governance for the *Model Risk Management* function of Banco Sabadell Group. **Let’s Talk About the Project...** ---------------------------- In an increasingly model- and artificial intelligence algorithm-driven banking environment, managing model risk is essential to ensuring sound financial decisions, avoiding bias, and complying with stringent regulatory frameworks. Your mission in this role will be to collaborate on the deployment of the *Model Risk Management* function, whose purpose is to identify, assess, and control risks associated with the use of models within the Entity, thereby ensuring that models are reliable, appropriate, and compliant with internal policies and external regulations. Your main responsibilities will be: * Support the implementation of the internal Responsible Artificial Intelligence framework, defining new processes and ensuring compliance with model risk standards. * Define and periodically review model lifecycle standards, establishing requirements and guidelines for the proper development, review, governance, and monitoring of all Entity models (credit, financial, business intelligence, fraud, generative AI, etc.). * Develop processes to identify, assess, and mitigate sources of model risk and evolve their quantification within the Entity’s operational risk framework. * Define, calculate, and monitor indicators, RAS metrics, thresholds, and tolerances for model risk. * Periodically prepare the Model Risk Dashboard and monitor the Group’s model risk profile in Committees. Participate in the Entity’s annual *Risk Assessment* process. * Maintain and enhance model risk management tools: corporate model inventory, document management system, and register of findings and recommendations. Provide support for information requests from various Entity departments or the Supervisor. * Support the organization and secretariat of the Models Committee and the Artificial Intelligence Models Advisory Committee, participating in their coordination, monitoring of model planning, and preparation of Committee minutes. **What Do We Value in Your Application?** ------------------------------------- * Prior experience with analytical, artificial intelligence, or cognitive models—whether in their development, review, monitoring, or auditing. * Strong communication skills, autonomy, critical thinking, and proactivity. * Knowledge of banking regulation (primarily prudential regulation, GDPR, AI Act). * Intermediate-to-advanced English proficiency (C1 or higher) for interaction with subsidiaries. **We Would Also Value…** ------------------------ * Functional knowledge in Operational Risk, Regulatory Compliance, or Fraud. * Knowledge of financial risk or certifications such as FRM, CFA, etc. * Postgraduate degree in Data Science or similar. *Banco Sabadell is committed to fostering work environments where individuals are treated with respect and dignity, promoting the professional development of its workforce and ensuring equal opportunities in recruitment, training, and career advancement. We offer a workplace free from any discrimination based on gender, age, sexual orientation, religion, ethnicity, or any other personal or social circumstances.* *Banco Sabadell is part of the network of companies awarded the "Equality in the Workplace" distinction by the Ministry of Equality.* (1\) Multi-location: refers to the job location and encompasses/permits\* the possibility of working from any office or corporate center within the network, irrespective of the physical location associated with your position, while adhering to telework guidelines. *Reproduction—total or partial—of any section herein, in any medium, without the prior written consent of Banco Sabadell Group is strictly prohibited.*