Are you seeking an opportunity in the realm of Model Risk within the financial sector, focusing on Market Risk? We have a role available for an experienced Audit Supervisor specializing in Model Risk.
About the Role:
Join a dedicated team focusing on operational audits related to Model Risk. The position requires expertise in the Market Risk domain, providing assurance on model risk matters on a global scale. This role also involves engagement with model risk across various risk domains.
The Team:
This position is based in a dynamic environment, working within a team dedicated to Model Risk. The work structure is a hybrid model, allowing a balance between remote work and office presence. International audits involve collaboration between local audit teams and specialized model experts. This team operates as part of a Risk & Finance Division within the auditing realm. The team comprises professionals from diverse backgrounds, fostering an open communication style and a supportive work environment promoting education, training, and innovation.
Roles and Responsibilities:
As an Audit Specialist in Model Risk, your key responsibilities include:
- Conducting global audits and formulating audit strategies related to model risk management.
- Leading and participating in multiple complex audits while providing key insights to auditees and senior management.
- Engaging with stakeholders and continuously updating knowledge in the field.
- Potentially leading audits when required.
Requirements for Success:
The ideal candidate should possess:
- Strong communication skills, both verbal and written, with a keen analytical ability.
- The capability to work effectively in international teams, mentor individuals, and manage assignments.
- Adherence to industry best practices and innovation in modeling techniques.
- Alignment with the organization's values and commitment to professional conduct.
Skills Required:
The candidate should ideally have:
- An advanced degree (MSc or PhD) in econometrics, mathematics, physics, or a related quantitative field.
- Certification in Quantitative Risk Management is a plus.
- Proficiency in programming languages like Python, R, Matlab, or SAS.
- Minimum of 5 years of experience, with at least 4 years in a major financial institution or related fields.
- Experience in complex organizations and a comprehensive understanding of business risks and model risk controls.
Rewards and Benefits:
This full-time position offers competitive benefits in line with industry standards, including an attractive salary package, vacation days, pension scheme, and more.
About the Organization:
We are an innovative, global organization with a presence in various countries, committed to driving progress in the financial industry. Our inclusive and supportive environment encourages growth and offers diverse opportunities for talented individuals.
If you're interested you can apply or reach out to:
Arie.beckman@oliverjames.com / +31208088609
