Senior Auditor, Credit Model Risk (AVP)

Posted:
12/11/2024, 3:16:58 PM

Location(s):
Karnataka, India ⋅ Haryana, India ⋅ Gurugram, Haryana, India

Experience Level(s):
Senior

Field(s):
AI & Machine Learning

Join us as a Senior Auditor

  • Specialising in Model Risk, you'll be contributing to independent engagement assurance by undertaking allocated tasks within the engagement life cycle
  • We’ll look to you to provide quality, efficient and effective assurance and influence business managers to improve control
  • This is a fast-paced and varied role which will enable you to build your network at the bank, by collaborating with a broad range of stakeholders and senior employees
  • We're offering this role at associate vice president level

What you'll do

As a Senior Auditor, you’ll be assessing risks and controls and undertaking testing, effectively contributing to continuous monitoring by analysing MI or reviewing risk information. You’ll effectively engage with business stakeholders throughout engagements, ensuring a good understanding of business risks and an open and effective discussion on key risks.

On top of this, you’ll be contributing to discussions in order to influence the prudent management of risk, as well as leading small engagements, to produce effective engagement reports and opinions which successfully influence business managers to manage risk prudently within their risk appetite.

You’ll also be:

  • Delivering elements of a regular or complex audit engagement
  • Contributing to assurance planning and undertaking effective process mapping
  • Leveraging our industry leading audit methodology and tools
  • Coaching auditors, as well as effectively sharing knowledge across the function in relation to specific engagements

The skills you'll need

To succeed in this role, you’ll have worked in a model risk environment, and you’ll bring audit, assurance or risk management experience. You’ll need strong analytical and problem solving abilities as well as the ability to assess and prioritise data effectively.

You’ll also bring:

  • A strong understanding of the principles of good risk management and stakeholder management skills
  • Knowledge of experience of using artificial intelligence (AI), machine learning (ML) /GenAI technologies, in particular for data analysis
  • Credit models development/validation experience covering IRB and/or IFRS9 models
  • Knowledge and understanding of relevant prudential reg authority (PRA) and european union (EU) regulations covering credit models
  • Internal audit experience covering credit models (IRB and/or IFRS9), including leading audits or making material contributions to complex and high profile audit engagements

Hours

45

Job Posting Closing Date:

18/12/2024