Global Model Risk Auditor — Lead Complex Audit Programs

Gravitas Recruitment Group Hong Kong; Hong Kong; On-site; HKD 900,000 - 1,800,000; Full time

Job summary

Gravitas Recruitment Group Hong Kong is seeking a seasoned Model Risk Auditor to oversee the firm’s model risk management framework across regions. You will lead audits of pricing, VaR, and credit risk models and report to senior management.

The role requires deep quantitative expertise, mastery of stochastic calculus and Monte Carlo methods, and strong communication to challenge governance practices. On-site engagement in Asia is expected for a 2-week period.

Qualifications

• 10+ years' experience in quantitative risk management or model audit.
• Expertise in stochastic calculus, Monte Carlo simulations and derivatives pricing.
• Proficiency in Python or C++ and familiarity with risk models.
• Strong knowledge of global regulatory standards on model governance.
• Excellent communication and presentation skills for senior stakeholders.

Responsibilities

• Lead independent model audits across regions and models.
• Evaluate governance practices and identify gaps with independent recommendations.
• Manage and coach audit teams, coordinate resources and timelines.
• Liaise with senior stakeholders including CRO and head of model risk management.
• Track remediation efforts and verify management actions.

Skills

Model risk audit

Audit project leadership

Regulatory compliance awareness

Stakeholder communication

Team coaching

Education

Master's/PhD in quantitative field

Tools

Python

C++

Job description

Gravitas Recruitment Group Hong Kong is seeking a seasoned Model Risk Auditor to oversee the firm’s model risk management framework across regions. You will lead audits of pricing, VaR, and credit risk models and report to senior management.

The role requires deep quantitative expertise, mastery of stochastic calculus and Monte Carlo methods, and strong communication to challenge governance practices. On-site engagement in Asia is expected for a 2-week period.