Model Risk Senior Auditor

Ana səhifə
Vakansiyalar
Maliyyə
Digər
Model Risk Senior Auditor

Model Risk Senior Auditor

PASHA Holding

Şəhər
Bakı
Kateqoriya
Digər
Maaş

Razılaşma ilə
İş rejimi
Tam-ştat
Yerləşmə tarixi
03 may 2023
Bitmə tarixi
02 iyun 2023

Diqqət!

Bu elanın vaxtı bitib. Auditor vakansiyaları üçün bura keçid edin!

Model Assessment: Conduct comprehensive evaluations of the models used within the organization, including financial, statistical, and risk models, to identify any weaknesses or limitations.
Risk Identification: Identify and evaluate potential risks associated with the models, such as data quality issues, model assumptions, limitations, and potential model biases.
Compliance Verification: Ensure that the models comply with relevant regulations, internal policies, and industry best practices.
Documentation: Maintain accurate and detailed documentation of model audits, assessments, and findings.
Testing and Validation: Develop and execute testing procedures to validate the accuracy, reliability, and robustness of the models.
Review Model Development Process: Assess the model development process to ensure appropriate governance, controls, and documentation are in place.
Independent Reviews: Conduct independent reviews of model methodologies, assumptions, and results to identify potential areas of improvement.
Risk Mitigation: Collaborate with stakeholders to develop strategies and recommendations for mitigating identified model risks.
Reporting: Prepare clear and concise reports summarizing audit findings, including risk assessments, recommendations, and remediation plans.
Stakeholder Engagement: Collaborate with model owners, developers, and business stakeholders to communicate audit results, provide guidance, and address any concerns.
Industry Awareness: Stay up-to-date with industry trends, regulatory requirements, and emerging best practices related to model risk management.
Financial Controls Review: Review and assess the effectiveness of financial controls and processes within the organization to ensure compliance with regulatory requirements and industry standards.
Internal Audit Support: Collaborate with the internal audit team to provide expertise and guidance on risk management and contribute to the overall internal audit plan.
Regulatory Compliance: Stay abreast of regulatory requirements related to financial and risk management, providing guidance to ensure compliance and advising on potential impacts to the organization.

Namizədə tələblər:

A bachelor's degree in finance, accounting, economics, statistics, mathematics.
Excellent understanding of quantitative finance and model development.
Strong financial mathematics skills and fluency in statistics, calculus and numerical methods.
Significant understanding models design, development, calibration, stress testing and validation.
Should have experience in development, validation or auditing of quantitative models.
Proficiency in MS EXCEL, SQL and Python with experience in data analysis and modeling using libraries such as pandas, numpy, and scikit-learn.
Experience with data visualization tools, such as Tableau, is desirable.
A strong understanding of credit risk management practices and regulatory requirements.
Deep understanding of risk and how controls can mitigate those risks while showing business acumen and commercial awareness.
Ability to challenge and be challenged while maintaining the highest level of professionalism and ethics