Model Risk Auditor- GA-Global Treasury and Group Investment Banking Audit Model Risk Auditor- GA-Global Treasury and Group  …

OCBC Bank
in Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
in Singapore
Permanent, Full time
Be the first to apply
Competitive
OCBC Bank
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
Reporting to:
  • 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.

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