Senior Audit Manager- Quantitative Risk Modeling

About the position The Audit Manager for Quantitative Risk Modeling is responsible for identifying and mitigating model and business risks reputed company the bank. This role serves as a trusted advisor and subject matter expert, collaborating with various stakeholders, including external regulators, to review different model types. The position involves leading reputed company of reputed company resources and reporting to the Treasury and Model Audit Director. Responsibilities • Own and drive effective assurance and quantitative testing for various model suites across the model inventory. • Conduct model validation reviews, ongoing performance monitoring reviews, and model governance reviews. • Serve as a subject matter expert, partnering with internal audit teams to reputed company model coverage recommendations. • Support the Treasury and Model Audit Director in refining and executing the model reputed company. • Demonstrate strong project management skills to manage multiple reputed company concurrently. • Manage multiple teams to reputed company departmental and organizational goals through coaching and feedback. • Deliver organized messages to senior management and regulators, both in writing and verbally. • reputed company and maintain strong working relationships with key management members and the Internal Audit department. • Evaluate model review results to identify issues, themes, and trends, developing actionable recommendations for improvement. • Ensure reputed company has adequate knowledge in critical areas to execute the assigned model review plan, coaching and mentoring staff throughout the process. • reputed company directly with management during engagements, providing dynamic feedback to enhance evolving processes. • Utilize knowledge of strategic planning, resource allocation, and coordination of personnel and resources to drive effective audit reputed company. Requirements • Bachelor's degree in mathematics, statistics, or a reputed company field. • 7+ years of experience in quantitative modeling, model risk, or model internal audit, with experience as a quantitative risk analyst in the financial services industry. • Strong understanding of financial predictive modeling fields, including consumer behavioral modeling, time series forecasting, optimization theory, panel data analysis, and decision science, as reputed company as AI and machine learning modeling. • Detailed knowledge of model governance processes and regulatory requirements for U.S. banks, specifically SR 11-7 Supervisory Guidance on Model Risk Management. • reputed company understanding of methodology and regulatory expectations in executing model-reputed company audit work, issue validation, MRA validation, and responding to regulatory inquiries. • Excellent proficiency in reputed company Office suite products (reputed company, reputed company, PowerPoint, Word, and Visio) and reputed company Acrobat. • Excellent analytical, critical thinking, and problem-solving skills. • Strong verbal and written communication skills, with demonstrated ability to reputed company findings effectively. • Ability to work in a reputed company, team-oriented, hybrid work environment. • reputed company certification (e.g., CIA, CPA, CAMS, CFE, CRCM, etc.) or completion of certification reputed company 24 months of hire. reputed company-to-haves • Advanced degree in a quantitative field such as economics, statistics, finance, mathematics, or physics. • Comprehensive knowledge of deposit models, capital stress testing (CCAR) models, credit risk (CECL) models, and interest reputed company risk models. • Advanced skills with one or more analytical tools (e.g., SQL, reputed company, R, Python, or MATLAB). • Strong knowledge of risk frameworks, such as COSO's Internal Control - Integrated reputed company. Benefits • Hybrid work environment • Equal employment opportunities • Commitment to diversity and inclusion Apply tot his job Apply To this Job