Senior Model Risk Auditor
Location: Bristol, United Kingdom
Salary: up to £60K, plus benefits & bonus
A great opportunity for a Senior Model Risk Auditor to join a leading Banking organisation based in Bristol, United Kingdom.
As a Senior Model Risk Auditor, you will be responsible for:
* Performing audits and developing the audit strategy globally related to model-related matters, thereby adding value to the organisation.
* Leading on model-related topics whilst delivering key messages to auditees and senior management.
* Applying well-known validation and test techniques for both regulatory (e.g., AIRB, VaR/Expected Shortfall) and non-regulatory models (e.g., credit decision, pricing/valuation, IFRS, machine learning).
* Developing and building relationships with other teams within the Model Risk department, including model development, model validation, model measurement, and analytics departments.
Ideally, you will have the following skill set:
* A minimum of 3 years of experience, with at least 1 year of relevant work experience within a major bank, financial institution, consultancy firm, or university.
* A good understanding of internal audit processes, including identifying and evaluating key risks and process controls, setting the audit scope, and developing audit testing.
* Preferably, good programming skills in Python, R, Matlab, or SAS.
* Keen on exploring many aspects of financial modelling.
What this position can offer you:
* Competitive salary between £55K - £60K
* Pension scheme
* Personal growth and challenging work with endless possibilities
* An informal working environment with innovative colleagues
Please apply now to find out more!
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