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Internal Auditor-Model Assurance/Banking/WFH

Telstra Associates
London, UK
Closing date
17 Nov 2020

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Job Details

A Global Big 4 Consultancy is seeking a highly experienced Internal Auditor-Model Assurance to join them on a contract basis working remotely.
To plan and execute audits with a primary focus on activity to satisfy the Internal Ratings Based (IRB) responsibilities under article 191 of the Capital Requirements Regulation (CRR). Specifically, the role will:
* Support the Head of Model Assurance in discharging its responsibilities to the Director of Internal Audit and the Audit Committee.
* Contribute to the development of a multi-year risk-based audit plan that supports a program of audit work covering the key aspects of IRB modelling, governance and oversight in line with regulatory requirements.
* Deliver high quality audits and maintain adequate standards of documentation supporting audit conclusions.
* Develop high quality audit reports identifying gaps and areas of improvements.
* Attend relevant committees and working groups, conduct continuous monitoring of IRB model changes and developments and to keep up-to-date on regulatory changes and industry best practices.
* Contribute to information sharing across audit team.
Experienced Required
* Experience in the banking/financial services industry-7-10 years
* Experience in reviewing or auditing IRB credit risk models and rating systems;
* Quantitative background and knowledge of programming tools (preferably SAS and SQL);
* Understanding of model governance principles, regulations and industry practices;
* Excellent report writing and communication skills;
* Some knowlede and experience with market and operational risk capital models and Treasury and Finance tools is preferred;
* Some experience of credit risk data and reporting for IRB is a plus;
You must meet all the points above to be considered for this role
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