Assoc, P2, Technical Specialist : Job Level - Associate
Core
Execute independent audit coverage of quantitative models (valuation, market risk, credit risk, liquidity, capital, stress testing, financial crime) and assess model governance, development, validation, and monitoring processes to identify control weaknesses.
Role type
Associate Technical Specialist (Model Risk Audit)
Builds
Independent audit assessments and risk-based testing of model governance frameworks for senior management
Domain
Financial Services / Quantitative Risk & Model Governance
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative modeling methodologies, model risk management principles, Python, SQL, R, SAS, data analysis, regulatory compliance knowledge
Preferred skills
CIA, FRM, CFA, CRMA, CISA certifications
Technologies
Python, SQL, R, SAS
Responsibilities
Execute audit coverage of quantitative models; Assess model governance and change management processes; Perform risk-based testing of controls and policies; Review model documentation and validation reports; Develop audit observations and reports; Partner with business and risk teams to communicate conclusions
Seniority
Associate, hands-on IC