Audit Manager
Core
Execute model risk audit programs to test complex quantitative and qualitative models, ensuring financial model risk is identified and monitored across business activities.
Role type
Senior IC Audit Manager (Model Risk)
Builds
Risk control assessments, audit canvases, audit testing results, audit reports, and documented risk communications.
Domain
Financial services / Model risk management
Deliverable
production ML models
Required skills
Model risk audits, model development, model validation, Python, SAS, R, U.S. model risk regulatory guidance, credit risk rating models, market risk models, CECL models, anti-money laundering compliance models, stress testing models
Preferred skills
Data analytics, artificial intelligence tools, managing communications with U.S. regulatory authorities
Technologies
Python, SAS, R
Responsibilities
Lead large-scale model audits, create risk control assessments, prepare audit canvases, review audit testing results, provide feedback to auditor team members, draft deficiencies and audit reports, document audit results to communicate risk and impact
Seniority
Manager, hands-on IC
