- New York, NY, USA
- Permanent, Full time
- Credit Suisse -
- 22 May 18
Model Risk Auditor #101192
- A challenging role focused on independent assurance over model risk (including risk management, pricing / valuation, capital, and other business decision making models) globally.
- Investigate key aspects of each model under review: including testing of model design, implementation, application, validation and governance processes.
- Continuous risk monitoring activities with respect to functional areas of responsibilities.
- Management of model risk audit projects.
- Supporting audit projects in providing oversight to complex model aspects.
- Origination of audit reports for attention of senior management and supervisory authorities.
- You will have a master's degree or PhD in a quantitative discipline (mathematics, physics, finance or economics).
- Deep understanding of model risk, preferably having worked in a major bank / financial institution.
- You should have experience in model risk assurance activities (internal/external audit, independent validation or regulatory environment) would be an added advantage.
- You should possess solid communication and writing skills (fluency in English is a prerequisite).
- You should have exposure to risk management, quantitative analysis and software applications (such as Matlab and S-PLUS).