• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Credit Suisse -
  • 22 May 18

Model Risk Auditor #101192

We Offer
  • 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 Offer
  • 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).
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