Model Risk Auditor- GA-Global Treasury and Group Investment Banking Audit
Role and responsibilities
- Working as part of a team to plan and execute audits covering model risk management framework and the end to end model development and validation processes.
- Keep up to date with emerging standard methodologies and developments as well as regulatory requirements on model risk
- Establish and maintain effective working relationships with internal and external stakeholders
- Head, GA - Global Treasury & Investment Banking Audit
*LI-MLIU Qualifications The candidate should have:
- At least 5 years of experience in risk management, front office or model risk assurance activities (internal / external audit, independent validation or regulatory environment) and have good understanding of risk and/or pricing modelling in the financial industry.
- A university degree in financial engineering, mathematics, or data science and/or certification in Risk Management.
- A team player as well as an independent contributor and is able to manage / lead assignments.
- Strong analytical skills and the ability to challenge and improve models and algorithms used within the organisation
- Proven communication and presentation skills with the ability to work at all levels in the organisation to get the "buy-in" from stakeholders.
- Willing to travel dependent on the assignment.