Audit Manager, Quantitative
Core
Assess complex quantitative models, challenge assumptions, and deliver insights to strengthen the bank's risk framework across virtually every class of quantitative model.
Role type
Senior IC quantitative audit manager (model risk)
Builds
Internal control assurance and risk strategy recommendations for the bank
Domain
Banking / Quantitative Finance / Model Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
quantitative analysis, statistical modelling, logical and critical thinking, model documentation compliance, risk framework evaluation
Preferred skills
programming languages, advanced Excel
Technologies
Excel, programming languages
Responsibilities
Understanding models used by various businesses; Presenting models and potential weaknesses/findings to assist senior managers in determining risk strategy; Ensuring model documentation compliance with corporate policies; Evaluating the strength of the business risk framework
Seniority
Mid-Senior, hands-on IC
