This job posting expired and applications are no longer accepted.
Rutherford Cross
Published
May 15, 2019
Location
Edinburgh, United Kingdom
Job Type
Region
Scotland:, - Edinburgh, England:
Sector
Financial Services
Specialism
Internal Audit, Risk and Compliance
Description
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
- FOR MORE INFORMATION AND A DETAILED JOB SPEC, PLEASE APPLY -
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