Vice President - Model Risk Audit - Bank

Please Note: This is a part of the Internal audit team. Model risk development or validation experience is required. In this role, the person will be auditing the risk models.

Qualifications and Competencies:

- PhD, MSc or equivalent in Finance, Mathematics, Economics or other relevant quantitative science

- Senior level experience in the in the development of advanced credit risk capital, stress testing and loss forecasting models for banking products, wholesale credit or retail credit portfolios

- Senior level experience in a related role with experience in business, functional and people management, with proven abilities in taking responsibility for executing concurrently on a portfolio of high quality deliverables to stakeholders according to strict timetables

- Specific subject matter expertise regarding technology application control disciplines and a solid business understanding of Model Risk Management concepts, such as model governance, inventory, documentation, validation and use, especially those associated with the use of models for valuation, risk management, decision support and other purposes across all businesses

- Demonstrates experience in managing teams and managing integrated internal audit and assurance delivery within a matrix reporting environment

- Effective negotiation skills, a proactive and & no surprises, approach to communicating issues and strength in sustaining independent views

- This individual must be an articulate and effective communicator, both orally and in writing, with an energetic, charismatic and approachable style

- Strong interpersonal skills for interfacing with all levels of internal and external audit and Management.