The role:
A fantastic opportunity has become available at a highly regarded UK Bank for an experienced Retail Credit or SME Credit Model Risk Auditor.
You will be responsible for the assessment of model robustness and performance across business lines, and will provide quantitative support for assessment of model design, validation and related processes.
This is a really great opportunity for someone looking to undertake audits of all aspects of model development, implementation and usage and who is looking to take ownership of all aspects of the Internal Audit life cycle from scoping and planning, through to reporting as well as stakeholder management.
Desired skills and experience:
- Currently working at Senior AVP or VP level, with deep knowledge of Retail Credit or SME Credit Model Risk
- Knowledge of Model Selection, Calibration, or Model Testing
- Understanding of global regulatory frameworks and compliance requirements
- A master degree or higher in a quantitative subject
- Command over a wide range of analytical tools, techniques, regulations & models
- Able to produce detailed reports using concise language to explain technical issues
