Job Description
We are seeking a Model Risk Auditor to review and assess the governance, development, and implementation of various models used in the financial services industry. You will evaluate the effectiveness of scoring, economic capital, and rating models using statistical and machine learning techniques. This role requires a professional with a master's degree and strong skills in programming, data analysis, and report drafting to identify anomalies and recommend corrective actions.
Roles & Responsibilities:
- Model Assessment: Review and assess model governance, development, validation, documentation, and implementation to evaluate the effectiveness of scoring, economic capital, and rating models using statistical and machine learning techniques.
- Audit Automation & Data Analysis: Automate audit testing by utilizing a variety of modeling, data analysis, and programming tools. Analyze...
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