Audit Manager II (US) - Model Risk Audit
Core
Lead specialized audits of quantitative financial models, AI/ML systems, and model risk management frameworks within a financial institution.
Role type
Senior IC Audit Manager (Model Risk)
Builds
Audit reports, findings grids, and validation evidence for model risk compliance.
Domain
Financial Services / Model Risk Management / Quantitative Finance
Deliverable
production ML models
Required skills
Quantitative financial modeling (credit risk, VaR, derivatives), statistical analysis (regression, time series), Python/SQL/SAS/R, model governance frameworks (SR 117, Basel, CCAR), audit leadership, risk assessment
Preferred skills
AI/ML model validation, Generative AI risk assessment, AML/BSA model experience, production model deployment knowledge
Technologies
Python, SQL, SAS, R, MATLAB, VBA
Responsibilities
Lead complex model audits and provide supervisory oversight, execute audit planning and reporting, review model design and performance across statistical and AI models, mentor team members, communicate risk findings to senior management
Seniority
Senior, hands-on IC
