Model Risk Auditor within Kapital Bank

• Participate in the audit process of business, finance, and risk models using statistical and machine learning methods;
• Assist in the preparation of audit reports and provide any recommendations if applicable;
• Collect data from various sources and platforms to obtain accurate information during the model audit process;
• Read model documentation, investigate model methodology, thoroughly analyze data, ask appropriate questions to understand model processes and techniques, identify model deficiencies and risks, and prepare appropriate recommendations.
• Continuously participate in learning programs to develop personal qualities;
• Achieve semi-annual and annual goals set and accepted by the employee;
• Perform other verbal and written tasks assigned by the direct supervisor

Requirements

• A bachelor's degree in finance, accounting, economics, statistics, mathematics.
• Excellent understanding of quantitative finance and model development.
• Financial mathematics skills and fluency in statistics, calculus and numerical methods.
• Significant understanding of model’s design, development, calibration, stress testing and validation.
• Should have experience in the development, validation or auditing of quantitative models.
• Proficiency in MS EXCEL, R, SQL and Python with experience in data analysis and modeling using libraries such as pandas and scikit-learn.
• Experience with data visualization tools, such as Tableau, is desirable.
• Understanding of credit risk management practices and regulatory requirements.
• Deep understanding of risk and how controls can mitigate those risks while showing business acumen and commercial awareness.