מציאת משרת הייטק בחברות הטובות ביותר מעולם לא הייתה קלה יותר
Bank Of America Senior Quantitative Financial Analyst United States, New York, New York 153455768
Job Description:
Job Description:
This job is responsible for conducting auditing activities of model risk management across the company and for specific business units or control functions. Key responsibilities include leading the audit assessment of effectiveness of controls supporting the model life cycle including model governance, development, validation, on-going monitoring, and model change management. Job expectations may include the ability to influence management’s strategic direction and actions to strengthen the model risk control environment.
Responsibilities:
Leads audit assessment of effectiveness of controls supporting the model life cycle including model governance, development, validation, on-going monitoring, and model change management.
Performs review of model development analysis and on-going model performance testing to assess the conceptual soundness of the model methodology, reasonableness of the model assumptions and the completeness and accuracy of the model testing.
Conducts review the model validation analysis to assess the effectiveness of the model validation process. Assesses the completeness and reasonableness of the model assumptions, limitations and independent model testing.
Provides insightful challenges to management, identifies control deficiencies or enhancement opportunities, conducts root cause investigation, documents and reports audit findings.
Works closely with teammates from multiple internal audit teams to ensure a comprehensive coverage of model uses across the various lines of business of control functions.
Works closely with model stakeholders and senior management with regard to communication of audit assessment outcomes.
Required Qualifications:
Master’s Degree or above in a quantitative discipline such as Mathematics, Statistics, Finance, Economics, Engineering, or Science
5+ years of industry experience relating to financial modelling and model uses
5+ years of experience in interest rate risk management and/or liquidity risk management
Desired Qualifications:
Prior auditing background preferred
Experience of development and validation of models used for interest rate risk management and/or liquidity risk management
Skills:
Critical Thinking
Quantitative Development/Validation
Risk Analytics
Risk Modeling
Technical Documentation
Collaboration
Problem Solving
Risk Management
Data Modeling and Trend Analysis
Written Communications
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