Internal Audit
4 weeks ago
Responsibilities:
This client is seeking an audit associate to independently assess the firm's internal control structure, including the firm's governance processes, controls, and risk management to raise awareness of control risk, specifically related to credit risk models.
Knowledge of financial modeling concepts and measurements, including credit default, counterparty credit risk, econometrics and stress testing, financial derivatives' pricing, potential exposure, CECL and CCAR is essential.
Qualifications:
- Advanced Degree in a quantitative discipline
- Model risk management knowledge, including model risk governance, model development, implementation, testing and change management
- Programming experience in Python, Java, C++, C#, R, and MatLab
- Strong interpersonal and relationship management skills
- Strong verbal and written communication skills and presentation skills
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