Senior Quantitative Audit Lead - Model Risk

Truist; Charlotte (NC); On-site; USD 120,000 - 180,000; Full time

Benefits offered by this job

Medical insurance

Dental insurance

Vision insurance

401k plan

Paid vacation & sick days

Disability insurance

Job summary

Truist seeks a Quantitative Audit Manager to lead complex model validation reviews for financial and non-financial models. You will evaluate methodology, implementation, and the model's fit for use, while coaching junior staff and collaborating with Model Risk Management and Model Owners.

The role requires a Master’s in a quantitative field, 6+ years of technical modeling experience, and proficiency in R, Python or C++, plus SAS/SQL. On-site in Charlotte, NC with comprehensive benefits.

Qualifications

• Master’s in Mathematics, Statistics, Data Science, Engineering, Computer Science or related certification.
• 6+ years of technical model experience in validation, development or audit environments.
• Strong knowledge of statistical and algorithmic methods used in financial modeling.

Responsibilities

• Lead execution of technical model validation reviews and ensure conclusions align with MRMs findings.
• Assess methodology, implementation, and fit-for-use status of models under review.
• Provide feedback to management and coach junior team members in model risk practices.
• Collaborate with Model Risk Management, Model Development, and Model Owners across first and second lines of defense.
• Develop expertise in complex modeling concepts and stay current with regulatory guidance (SR 11-7).

Skills

R programming

Python programming

C++ programming

SQL databases

Model risk knowledge

Analytical thinking

Communication skills

Independent worker

MS Office

Education

Master’s in quantitative field

Tools

SAS

SQL

Job description

Truist seeks a Quantitative Audit Manager to lead complex model validation reviews for financial and non-financial models. You will evaluate methodology, implementation, and the model's fit for use, while coaching junior staff and collaborating with Model Risk Management and Model Owners.

The role requires a Master’s in a quantitative field, 6+ years of technical modeling experience, and proficiency in R, Python or C++, plus SAS/SQL. On-site in Charlotte, NC with comprehensive benefits.