Model Risk Auditor
On-site
Core
Lead independent model audits across pricing, VaR, and credit risk models to ensure regulatory compliance and operational effectiveness.
Role type
Senior Model Risk Auditor (IC)
Builds
Independent audit reports and remediation recommendations for model governance
Domain
Banking and finance, quantitative risk management
Deliverable
production ML models
Required skills
Stochastic calculus, Monte Carlo simulations, derivatives pricing, market and credit risk models, Python, C++, global regulatory standards, audit strategy design, project management
Preferred skills
Coaching audit teams, stakeholder liaison, identifying governance gaps
Technologies
Python, C++
