Vice President, Specialist, Model and Data Risk, Audit
Core
Lead end-to-end risk-based internal audits covering Treasury operations, Asset-Liability Management, Market Risk, Liquidity Risk frameworks, and AI/GenAI governance within a banking group.
Role type
Senior IC Vice President, Specialist, Model and Data Risk, Audit
Builds
Independent audit reports and remediation plans for risk and control processes
Domain
Banking / Financial Risk / Model Risk Management / AI Governance
Deliverable
production ML models
Required skills
Model Risk Management (MRM), AI/GenAI governance, Treasury risk, Market risk, Liquidity risk, Regulatory compliance (Basel III, RBI), Data analytics (Python, SQL, R), Stakeholder engagement
Preferred skills
Chartered Accountant, CFA, FRM, CQF, Experience auditing financial markets/trading desks
Technologies
Python, SQL, R
Responsibilities
Lead audits of Treasury, ALM, Market Risk, and Liquidity Risk frameworks; Evaluate conceptual soundness and governance of quantitative and AI/ML models; Review controls for AI/GenAI use cases; Assess adherence to RBI and Basel III guidelines; Partner with CROs and Treasury heads to communicate findings and track remediation; Leverage data analytics tools for continuous auditing and workflow automation
Seniority
Senior, hands-on IC
