Expert modèles/statistiques à des fins d'audit H/F
Core
Internal auditor specializing in quantitative models, risk modeling, and financial modeling within the banking sector.
Role type
Senior internal auditor (quantitative models & risk)
Builds
Audit reports, risk assessments, and recommendations for model validation.
Domain
Banking / Financial Services / Quantitative Risk
Deliverable
dashboards & analysis
Required skills
Quantitative modeling, Credit risk modeling (PD, LGD, Credit scoring), Market risk modeling (AVA, valuation), Financial modeling (cash flow), AI/ML modeling (Deep Learning, Gradient Boosting, Random Forests, Neural Networks), SAS, R, Python
Preferred skills
Internal audit experience, Banking/Insurance/Financial sector experience
Responsibilities
Prepare audit missions and establish work programs, Implement audit works and evaluate risks, Write audit reports, Formulate findings and recommendations, Participate in report presentation meetings, Follow up on implementation of recommendations