Senior Global Model Risk Auditor — On-Site Asia (2-Week)

Gravitas-Recruitment-Group; Hong Kong; On-site; HKD 1,200,000 - 1,900,000; Full time

Job summary

Gravitas-Recruitment-Group is seeking a Model Risk Auditor to lead independent audits of pricing, VaR, and credit risk models across regions. The role reports to senior management and focuses on strengthening governance and risk controls within a globally active financial institution.

You will manage audit projects, coach teams, and interact with senior stakeholders including the Chief Risk Officer. The engagement begins with a 2-week on-site in Asia, requiring work authorization and strong

Qualifications

• Hold a minimum of 10 years’ experience in quantitative risk management, model validation, or model audit within banking/finance or consulting sectors.
• Master’s or PhD in Mathematics, Financial Engineering, Physics, Statistics, Computing, Economics, or similar numerical discipline.
• Demonstrate mastery in stochastic calculus, Monte Carlo simulations, derivatives pricing, and market and credit risk models.
• Proficiency in Python or C++ programming languages.
• Thorough understanding of global regulatory standards on model governance and risk management frameworks.
• Excellent communication and presentation skills, with ability to interact effectively at all levels within the organisation.
• Have the right to work and be available to start on 27/08/2026 for a 2-week on-site engagement in Asia.

Responsibilities

• Lead complex audit projects evaluating models related to pricing, VaR, and credit risk.
• Challenge model governance practices and identify governance gaps; provide independent recommendations.
• Manage and coach audit teams, coordinate resources across regions, and liaise with senior stakeholders (CRO and head of model risk management).

Job description

Gravitas-Recruitment-Group is seeking a Model Risk Auditor to lead independent audits of pricing, VaR, and credit risk models across regions. The role reports to senior management and focuses on strengthening governance and risk controls within a globally active financial institution.

You will manage audit projects, coach teams, and interact with senior stakeholders including the Chief Risk Officer. The engagement begins with a 2-week on-site in Asia, requiring work authorization and strong