Business / Operational Audit - Assistant Vice President

Lead and execute model risk audits covering financial risk areas including credit, market, capital, liquidity, financial crimes, treasury, and investment management.

Manage all phases of model audit engagements: planning, assessment, testing, reporting, and continuous monitoring of model risk trends.

Develop audit reports communicating audit scope, findings, risks, root causes, and coordinate with stakeholders for remediation and ongoing risk management.

Master’s degree or above in quantitative finance, statistics, mathematics, or a related quantitative field.

5+ years of experience in financial institutions or consulting performing model development, validation, auditing, or quantitative research.

Experience with regulatory guidance related to model risk (e.g. SR 11-7, ECB internal models guidance) and financial services products such as custody, credit facilities, securities finance, derivatives, FX.

Working knowledge of statistical or programming languages such as R or Python.

Proven track record leading complex audit projects in the global financial services industry with strong understanding of business processes and model risk control environments.

Demonstrated ability to synthesize regulatory requirements and perform quantitative assessments related to credit, market, liquidity, and financial crimes risks, including AI applications.

Experience coordinating globally distributed teams and maintaining cross-functional relationships across the three lines of defense.