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Risk Modelling | Zurich

this job appointment has expired

Location Switzerland,

Remuneration CHF130,000 - 140,000

Employment type perm

Updated 07th Feb 2018

Company Selby Jennings

Contact Christopher Harris

Phone 020 3758 8900

Email click here

Senior Audit Manager - Market and Credit Risk Models | Leading Global Investment Bank, Zurich

Salary - CHF130-140k benefits & bonus

Location - Zurich

Description

A leading global investment bank in looking to expand its quantitative risk audit group with a focus on the Credit risk models, primarily the internal ratings based models. This will require candidates to have a strong audit background as well as a quantitative understanding of the models in order to successful audit their effectiveness.

The role will report directly into the Head of Risk Audit and responsibilities will include:

  • Representing the internal audit group on all business committees covering quantitative risk models.
  • Ensure that all planned audit reviews reflect the current emerging risks by liaising with senior stakeholders, assessing the analytics and risk process and speaking with senior management
  • Identifying and updated any inefficiency's within the audit framework.
    • Work with Country Audit teams to identify ways of improving coverage and productivity in delivery of risk related audit work
    • Assist in the development and training of junior members within the group
    • Perform audit planning and lead a team of auditors during audit fieldwork to deliver independent assurance objectives. Ensure that controls and tests appropriately capture current and emerging risks.


Key Responsibilities

  • Experienced internal auditor with excellent risk knowledge (quantitative risk model experience is a necessity for this position)
  • Quantitative focused academic qualifications (Masters degree preferred)
  • Advanced understanding of quantitative / statistical approaches used in retail and risk management
  • Excellent presentational skills
  • Strong leadership ability
  • Comfortable with liaising with senior management
  • Fluent German language skills

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