Risk Audit, Executive Director, Internal Audit

Morstan

Quantitative model validation
Risk management framework assessment
Model lifecycle governance
Perform secondary reviews of Quantitative Modes and validations as well as performing other assurance activities

Job Summary

  • Perform secondary reviews of Quantitative Modes and validations as well as performing other assurance activities.
  • Convey increasingly complex risks and impact in a clear, concise and timely manner to senior stakeholders, including but not limited to the Board Audit Committee, Firm and U.S. Banks senior management and external stakeholders.
  • Supervise audit scoping; testing and documentation of testing results in work papers including guiding teams on risk ranking of model issues.

Matching Summary

Perform secondary reviews of Quantitative Modes and validations as well as performing other assurance activities.

Skills & Requirements

Must-have

  • Quantitative model validation
  • Risk management framework assessment
  • Model lifecycle governance
  • Stakeholder communication to senior management
  • Regulatory interaction and expectations

Nice-to-have

  • Proactive learning of new techniques
  • Fostering trust and inclusion
  • Leveraging data for risk insights

Key Requirements

  • Master's degree with 3+ years leadership
  • 15-20 years experience in financial institutions
  • Experience with large, complex financial institutions
  • Experience using Generative AI
  • Doctorate degree preferred
  • Experience writing statistical/mathematical models programs
  • Programming languages (Python, R, SQL, Java)

Work Rights

Not specified

Tailored Resume

Cover Letter