Director - Model Risk Audit

HWThree is partnered with an Internatioanl Banking Corporation looking to hire an Audit Director for Model Risk Management. This is a full-time, hybrid role, requiring 2 days work on-site in the Charlotte metro region. As an Audit Director Model Risk you will: Produce third line review of a variety of models including managing, validating and auditing in Credit, CCAR, BSA/AML, Liquidity, Treasury, Market risk, and more. Lead projects in the above. Analyze the model documentation based on a plethora of aspects such as model data and parameters, design and methodology, implementation, and model documentation. Certify the compliance of the bank's model risk management policy and relevant regulatory guidelines such as SR 11-7. Report on the third line work in compliance with the Internal Audit Manual. Assess the first and second line documentation and confirm that the necessary challenge and evaluations were adequately completed and properly documented. Assess model assumptions and limitations. Report to senior management about issues, challenges and methodologies. As an Audit Director Model Risk you will require: Advanced degree in quantitative discipline (i.e. Engineering, Quantitative Finance, Physics or other related fields) Relevant knowledge of derivatives pricing theory across one or more asset classes (IR/FX/Credit/Equity), traded products and market/credit risks. 10+ years of work experience practicing the one of the following- model validation, model development, risk management, or any related fields. Well-built oral communication and technical writing skills. Understanding of statistical analysis as well as SR 11-7 guidance on model risk management. Familiarity with vendor pricing platforms such as MUREX, Polypath, Bloomberg etc. Quality programming and database skills. In addition to salary and a generous employee benefits package, successful candidates are eligible to receive a discretionary bonus