Sr. Audit Manager - Model Risk CoE
Core
Independent assessment of Model Risk Management practices and internal controls across the model lifecycle for US banking operations.
Role type
Senior Manager, Model Risk Audit
Builds
Assurance over design and operating effectiveness of Model Risk Management controls for regulatory capital, CCAR, IFRS 9/CECL, market risk, credit risk, liquidity risk, ALM, operational risk, fraud, AML, stress testing, and AI/ML.
Domain
Banking / Model Risk Management / Regulatory Compliance
Deliverable
dashboards & analysis
Required skills
Model validation and development (AML, Market Risk, Credit Risk, Data Science AI/ML, Capital Risk, Treasury, Valuation, Insurance, Stress Testing), Risk Management or Regulatory/Compliance experience, Knowledge of model risk management legislation (Canada, USA, UK), Regulatory deadline management
Preferred skills
Machine learning techniques, Python, R, Internal Audit experience in Banking or Capital Markets, Quantitative Degree in Finance/Mathematics/Physics
Technologies
Python, R
Responsibilities
Develop and execute a risk-based audit plan for US Model Risk Management, Lead and execute audits covering model risk management and quantitative models, Evaluate effectiveness of governance and internal controls supporting models, Provide input on assessment of model development and validation activities, Contribute to continuous risk monitoring and assurance on Model Risk Management controls, Develop working relationships with business stakeholders to act as a trusted advisor
Seniority
Senior Manager, hands-on IC
