Model Risk Auditor

Job title:

Model Risk Auditor

Company:

ING

Job description

We are looking for you, if you:

• have strong analytical skills with the drive to challenge models, algorithms and corresponding processes in a complex international financial institution,
• have an academic degree in a quantitative field, e.g. econometrics, statistics, mathematics or physics,
• have at least 4 years of modelling experience in model risk, credit risk or market risk, and can look into this with a bird’s eye view,
• have proven communication, convincing and advisory skills with the ability to work at all levels in the organization,
• are fluent in English,
• are willing to travel, depending on the assignments.

English level – B2You’ll get extra points for:

• audit experience,
• practical experience with regulatory (e.g. IRB, FRTB, IRRBB, CCR) and non-regulatory risk models (e.g. IFRS9, pricing/valuation, XVA) in a development, validation or risk management role,
• programming skills in e.g. Python/ R / Matlab / SAS,
• being organisationally sensitive and effective in conflict management,
• being persuasive; having the ability to ‘get people on board’ and ensure necessary buy-in from stakeholders,
• certification in Audit or Quantitative Risk Management.

Your responsibilities:

• perform model related audits, mostly within the risk domain,
• review follow-up on regulatory and non-regulatory model-related improvements,
• contribute to view on model risk management across risk types,
• stakeholder engagement.

Information about the squad:As a Model Risk Auditor you are part of an international Model Risk audit team, which is positioned in the global CAS Audit Division for Risk & Finance. CAS is a highly professional organisation with audit teams across the globe and comprises a diverse international team of around 400 members. Together with your CAS colleagues, you have worldwide coverage on model related audits. International audits are performed as a joint effort
between local representatives and (central) model specialists. Working at CAS you will be operating at the very heart of the ING organization. This also means that your work has the interest of regulators, external auditors and executive management.The role naming convention in the global ING job architecture will be “Audit Specialist V”.

Expected salary

Location

Polska

Job date

Wed, 22 Jan 2025 08:27:40 GMT

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