Model Risk Auditor

PASHA Holding invites experienced candidates to fill the position of Model Risk Auditor within Group's Strategic Assets (Kapital Bank).

Job Requirements:

• Participate in the audit process of business, finance, and risk models using statistical and machine learning methods.
• Assist in the preparation of audit reports and provide any recommendations if applicable.
• Collect data from various sources and platforms to obtain accurate information during the model audit process.
• Read model documentation, investigate model methodology, thoroughly analyze data, ask appropriate questions to understand model processes and techniques, identify model deficiencies and risks, and prepare appropriate recommendations.
• Continuously participate in learning programs to develop personal qualities.
• Achieve semi-annual and annual goals set and accepted by the employee.
• Perform other verbal and written tasks assigned by the direct supervisor.

Skills & Experience:

• A 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.
• Should have experience in development, validation or auditing of quantitative models.
• 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, is desirable.
• Understanding of credit risk management practices and regulatory requirements. 
• Deep understanding of risk and how controls can mitigate those risks while showing business acumen and commercial awareness.
• Ability to challenge and be challenged while maintaining the highest level of professionalism and ethics

How to apply:

Interested candidates are requested to submit:

• CV to jobsaudit@pasha-holding.az & Model Risk Auditor within Kapital Bank - PASHA Holding (workable.com)
• Put “Model Risk  Auditor” in the subject line;
• CVs should be sent by September 15, 2024.

Attention: The candidates will go through an initial CV screening review. Those candidates who succeed based on CV screening will be contacted via email and/or phone and will be invited to interview.