Auditor – Model Risk#197877
Your field of responsibility
Join us as a Model Risk specialist in the Internal Audit Team within our groundbreaking audit function. In close collaboration with the team, you will conduct audits and other model risk audit related activities to ensure efficient and high quality execution. This is an opportunity to grow your risk knowledge as well as your technical / statistical skills. This role also involves direct interaction with the Bank’s senior management connected to your audits, where you will be encouraged to act as a trusted partner and use your independence and influencing skills to support the improvement of the Bank’s risk and control environment.Your future colleagues
Join a team where success is driven by our ability to identify emerging risks and present compelling arguments with breadth and depth. We collaborate across multiple skills (i.e. business, technology, change and data analysts) and regions (i.e. US, EMEA, Switzerland, APAC) to build well-informed influencers with deep industry knowledge and commercial expertise. A forward-thinking demeanor has enabled us to adopt new technologies and ideas, helping minimize inefficiencies and improve thinking time. We are a department which values Diversity and Inclusion (D&I) and is committed to realizing the firm’s D&I ambition which is an integral part of our global cultural valuesYour skills and experience
We are looking for applicants with proven work experience of at least two years relating to models focusing on audit, banking, consulting, risk or the financial services industry, with the majority of the time allocated on developing or reviewing statistical / econometric or mathematical modeling
- University degree in economics, econometrics, quantitative finance or equivalent degree with quantitative element
- Proven understanding of risk and how controls can mitigate those risks while being commercial
- Proven experience in model risk assurance activities (internal/external audit, independent validation or regulatory environment) and understanding of risk and/or pricing modeling in the financial industry
- Excellent statistical and analytical skills and keen to work closely with data specialists to shape audit tests and acquire relevant insights from data
- Good time management skills and precision in delivery enables you to quickly gain trust and deliver efficiently towards timelines
- Excellent written and, verbal communication and presentation skills required to collaborate closely with partners
- Excellent interpersonal ability skills thinking independently and multi-tasking
- Dedication to fostering an inclusive culture and value varied perspectives.
For further information, and to apply, please visit our website via the “Apply” button below.