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Job Description
– Review and assess the model development and independent model validation performed by bank based on review and testing of the development and validation processes and documentation
– Investigating key aspects of each model under review, incl. model documentation, model selection, input data, theoretical construction, implementation (independent calculation) and model governance (inventory related models, issues, escalation, agreed actions, approvals/limitations and/or conditions of use)
– Participation in working groups addressing modeling issues and the model control environment
– Reviewing findings with colleagues in different audit groups including business and subject matter experts
– Developing appropriate controls to mitigate for model risk and residual uncertainty
– Documenting the testing performed
Candidates for the role in the Internal Audit Model Risk team are expected to have the following :M
– A PhD degree in mathematics, physics, finance or related quantitative discipline
– Experience in risk and/or pricing modelling in the financial industry
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testing
BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.
BLACK TURTLE is headquartered in Mumbai and has presence across seven cities in the country. It has over 50 consultants spread across with Mumbai being the PDC (Principal Delivery Centre).
BLACK TURTLE offers a wide range of services spread across various industries and functions. These services range from executive recruitment to consultancy in devising HR policies to attract and retain the best talent. It includes servicing niche recruitment needs to RPO. We offer multiple solutions under one roof.
BLACK TURTLE is headquartered in Mumbai and has presence across seven cities in the country. It has over 50 consultants spread across with Mumbai being the PDC (Principal Delivery Centre).
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Model Risk Audit
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