Please send me your details (resume, work authorization status, current location, availability and compensation expectations) directly to: denis.potapenko@systemone.com for an immediate consideration. Make sure to include both the job title and location of the job if you email me directly.


*** Contract position; contract can be extended; C2H is possible

*** REMOTE WORK 


Quantitative Model Risk Auditor :

- Quantitative Model Risk Auditor will join a Model Risk Audit Team to perform independent assessments of the statistical soundness of model methodologies, assumptions, risks and limitations of the entire model inventory.
- Perform complex quantitative analyses and model development to support decision-making
- Develop new model frameworks, refine, monitor, and validate existing models
- Conduct on-going communication with model owners and model developers during reviews
- Work with large datasets to create models
- Perform advanced qualitative and quantitative assessments on all aspects of models including theoretical aspects, model design, implementation, data quality and integrity
- Review reports and associated quantitative analysis, validate existing models, and assess model risks
- Evaluate identified model risks and reach conclusions on strengths and limitations of models
- Prepare and analyze detailed documents for validation and regulatory compliance

Qualifications :

- Bachelor’s or Master’s degree in relevant discipline
- Prior modeling experience preferred, with several years' experience in financial services modeling
- Familiarity with regulations such as OCC 2011-12 ( Office of the Comptroller of the Currency Bulletin 2011-12, "Sound Practices for Model Risk Management" ), FR 11-7 (Federal Reserve Supervision and Regulation Letter 11-7, "Guidance on Model Risk Management"), fair lending and/or other financial services experience
- Firsthand experience in model development, monitoring, risk management program governance and oversight, and/or model risk testing
- Excellent communication skills to interact effectively across the three lines of defense: Engaging with model owners and model developers, Collaborating with the Model Risk Management group, Coordinating with other Internal Audit team members
- Ability to prioritize work using a risk-based approach
- Strong multi-tasking skills to manage priorities across multiple deadlines



Please send me your details (resume, work authorization status, current location, availability and compensation expectations) directly to: denis.potapenko@systemone.com for an immediate consideration. Make sure to include both the job title and location of the job if you email me directly.

PNC Beeline VMS# 135309-1 & 135313-1