Internal Audit - Associate - Quantitative Audit

As a member of the Internal Audit Model Risk team, you will be responsible for the execution of audits related to model risk management. This requires effective time management and adherence to the department's internal audit methodology. You will support the project manager in defining and executing the audit scope through walkthroughs and discussions with various modeling and model validation teams. Furthermore, you will present and discuss audit findings with both local and global management within the firm.

Specific Responsibilities

• Develop and maintain an in-depth technical knowledge of modeling – encompassing both theory and coding.
• Critically review models, including their conceptual soundness, documentation, code implementation accuracy, and independent validation.
• Conduct meetings with stakeholders, including modelers and model validators.
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