Model Risk Auditor within PASHA Bank

The Model Risk Auditor within PASHA Bank will participate in the audit process of business, finance, and risk models, utilizing statistical and machine learning methods. This role involves data collection, model analysis, report preparation, and identifying model deficiencies and recommendations to support risk management and compliance.

Requirements

• 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.
• 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.
• Understanding of credit risk management practices and regulatory requirements.
• Deep understanding of risk and how controls can mitigate those risks while showing businessacumen and commercial awareness.