CCAR Quantitative Auditor

  • Negotiable
  • Manhattan, NY, USA Manhattan NY US
  • Permanent, Full time
  • Deutsche Bank - US
  • 12 Sep 18 2018-09-12

Job Title: CCAR Quantitative Auditor Corporate Title: Assistant Vice President Division: Group Audit Location: New York, NY

Position Overview:

  • Evaluate the adequacy and effectiveness of internal controls relating to key financial and regulatory reporting operations including DFAST and CCAR reporting in accordance with Group Audit methodology and the established risk assessment framework
  • Contribute to risk assessment profiles / business monitoring and the overall implementation of Group Audit methodology
  • Undertake audit assignments, draft audit reports for review by audit management, facilitate issue tracking and validate closure of issues
  • Pro-actively develop and maintain professional working relationships with colleagues, the business and respective support areas and work in an integrated manner with fellow team members both locally and globally
  • Complete all work assigned on a timely basis, including ad hoc projects and special investigations
  • Develop and maintain broad financial services experience, Bank knowledge and technical expertise
  • Keeps current on business/industry changes and their effect on the audit plan/approach and Risk Assessments

Skills Required:

  • Previous relevant experience which can take the form of a combination of financial services and big 4 accounting firm experience
  • Working knowledge of key financial and regulatory reporting risks
  • Strong understanding of banking and capital markets products, key banking regulations including Basel III, CCAR (SR 15-18, Regulation Y and YY)
  • Previous experience working with pricing models and/or regulatory capital models in a development, validation, risk management or audit function
  • Knowledge of controls surrounding model risk governance, model development, implementation and change management, model validation (SR 11-7)
  • Solid quantitative skills (e.g. probability theory, functional analysis, partial differential equations)
  • Flexible, pro-active, self-sufficient and innovative individual with strong organizational and multi-tasking skills to take ownership and responsibility of agreed targets and meet them within budget to enable a timely and efficient completion of audit projects
  • Excellent written / verbal communication skills and be able to communicate effectively at all levels within Group Audit and with the stakeholder
  • Innovative mindset and ability to develop ideas, which are implemented and have a positive impact

Educational Requirements

  • Bachelors or Master's degree or equivalent required in in Finance, Mathematics, Economics or other relevant quantitative science

Preferred Qualifications

  • Strong presentation skills using PowerPoint
  • Programming experience in quantitative and object oriented programming environments, e.g. Matlab, C++, SAS or R

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