Apply for the VP, Internal Auditor – Quantitative Risk Pricing Models position
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Office Status: Hybrid
Salary: $190,000 – $220,000
- Performing assessments of the firm’s front office pricing model development processes against industry and regulatory standards.
- Assessing the ongoing monitoring of model performance and appropriateness of pricing model usage during Business line audits.
- Assessing the robustness of model validation processes performed by the second line of defense Model Validation Group.
- Assessing the firm’s model risk management practices against regulatory standards such as SR 11-7, JFSA, PRA, BAFIN and ECB requirements.
- Assist in annual risk assessments of Model risk related auditable entities.
- Effectively collaborate with other Global and Regional audit teams and deliver assistance where needed either in audits or other advisory matters.
- Perform continuous monitoring of the firm’s Model risks.
- Support in developing and implementing data analytics and automated testing where necessary.
- Identifying and formulating solutions to issues around Model Risk management.
- Tracking implementation of recommended processes and procedures designed to strengthen internal controls.