Associate Manager/AVP - Model Risk Auditor - PD/LGD/LDP Modeling - Financial Services

1. This opportunity is for individuals with proven expertise in modeling of risk and valuation in financial services to join Model Risk Audit team within Internal Audit which is responsible for delivering independent assurance over model risks globally.

2. The reach of the team extends to all functions of the bank (including risk management, pricing/valuation, capital, and other business decision making models).

3. We are seeking candidates who will be responsible for the performance of audit projects to review model development and validation processes.

4. The successful candidate will be expected to perform audit procedures covering the end to end model development and validation process, including: review and testing of model design, implementation, application, validation and governance processes. Successful candidates will be expected to build relationships with key stakeholders, keep up to date with emerging best practices and developments and perform continuous risk monitoring activities.