Summary

• Edinburgh
• Permanent
• £37,550 - 60,000

Background to the Opportunity

The opportunity has arisen for an Audit Manager, 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:

• Work collaboratively to support delivery of the Model Risk audit plan to agreed budgets and timescales
• Influence stakeholders to agree and implement required improvements in governance, risk management and internal controls
• Support development of the audit plan for Model Risk

Candidate Requirements

• Good knowledge of model requirements for IRB, IFRS9, forecasting and stress testing models
• Demonstrate an understanding of model review or development of Risk Models
• Experience of performing/overseeing assigned analytical testing to provide assurance over accuracy of model outputs, discriminatory power, overrides, stability analysis and evaluation of input data
• Experience in the use of relevant programming tools (SAS, VBA etc)

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