Summary

• Edinburgh
• Permanent
• £27,900 - 41,000

Background to the Opportunity

The opportunity has arisen for an Audit Analyst, Model Risk to join our client’s Internal Audit Team on a permanent basis.

The Role

Key responsibilities of the role include but are not limited to:

• Provide audit expertise and input for the development and execution of methodologhy and standards for the auditing of Credit Model Risk aligned with IRB and European Central Bank Single Supervisory Mechanism (SSM) requirements and our client's 3 Lines of Defence model
• Perform analytical testing to provide assurance on the accuracy of model outputs, discriminatory power, model overrides, stability analysis and evaluation of input data
• Deliver audit issues on the risk management and control framework
• Contribute to stakeholder management

Candidate Requirements

• Experience in the use of relevant programming tools eg SAS, VBA
• Experience within Audit/Risk Oversight functions
• Good knowledge of model requirements for IRB, IFRS9, forecasting and stress testing models

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