Audit Manager I (US) - Model Risk Audit
Core
Executes audits and provides subject matter expertise on quantitative financial models, AI/ML model risk, and regulatory compliance within financial institutions.
Role type
Senior IC Audit Manager (Model Risk)
Builds
Audit reports, control testing documentation, and risk assessments for model risk management frameworks.
Domain
Financial Services / Model Risk Management / Quantitative Finance
Deliverable
production ML models
Required skills
Quantitative financial modeling (PD, LGD, EAD, VaR), Statistical analysis (regression, time series, hypothesis testing), Machine Learning & AI model validation, Regulatory framework knowledge (SR 12-2, Basel, CCAR, CECL), Python/SQL/SAS/R, Audit planning and execution, Team leadership
Preferred skills
AML/BSA model experience, Model implementation/deployment experience, AI governance frameworks knowledge
Technologies
Python, SQL, SAS, R, MATLAB, VBA
Responsibilities
Execute end-to-end audits of quantitative and AI models, Assess model design, development, validation, and governance, Lead moderately complex audit engagements, Coach and mentor team members, Communicate complex risk concepts to stakeholders
Seniority
Senior, hands-on IC
