Audit Portfolio Manager: Model Risk - Randburg - Communicate Finance

    Communicate Finance
    Communicate Finance Randburg

    12 hours ago

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    Description

    Job Description

    The Group Internal Audit Manager is responsible for providing independent assurance to the Board of Directors through the Group Audit Committee.

    Evaluating governance processes, risk management practices, and internal control systems, this role focuses on mitigating risks that could impede strategic objectives.

    Key Responsibilities:

    • Assess model design, documentation, inputs, implementation, and governance
    • Conduct audit fieldwork, document testing, and draft comprehensive reports
    • Engage stakeholders, attend key risk committee meetings, and interact with regulatory authorities
    • Stay abreast of industry developments and seek out best practices for continuous improvement

    Requirements:

    • Bachelor's degree in Business Mathematics, Actuarial, Financial Engineering, Informatics, or Quantitative Risk Management
    • 5-7 years' experience in model development, testing, or quantitative risk audit
    • Proficiency in programming languages (SAS, SQL, R, VBA, Python, MATLAB)
    • Understanding of credit, operational, market, and liquidity risk models


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