Audit Manager II (US) - Model Risk Audit

What you'll do

• Lead or oversee multiple audits and model reviews, including planning, testing, reporting, and follow-up of findings.
• Assess model design, data quality, assumptions, performance, governance, explainability, fairness, and monitoring.
• Advise stakeholders and senior management on audit results, emerging risks, and recommended actions.

What they ask for

• Strong expertise in quantitative financial models and experience assessing model design, development, validation, implementation, monitoring, or governance.
• Experience evaluating model assumptions, data quality, performance, governance, explainability, fairness, robustness, and monitoring.
• Proficiency in one or more programming languages or analytical platforms, such as Python, SQL, SAS, R, MATLAB, or VBA.
• Undergraduate degree required.

Nice to have

• Experience evaluating AI-related risks and reviewing Machine Learning (ML), Generative AI (GenAI), and Agentic AI models.
• Knowledge of model risk frameworks and regulatory expectations, including SR 26-2, Basel, CCAR, CECL/IFRS 9, and AI governance frameworks.

Pay

94,980.00 - 153,790.00 USD (base salary)

Tools

Python, SQL, SAS, R, MATLAB, VBA, Machine Learning (ML), Generative AI (GenAI)

AI focus

Evaluates risks and audits Machine Learning, Generative AI, and Agentic AI models, including development, validation, governance, performance monitoring, explainability, fairness, and robustness.