Risk Model Auditor

6 hours ago

Sundbyberg Municipality, Sweden Swedbank AB Full time
About the Role

As a Risk Model Auditor - Bank Environment, you will play a crucial role in ensuring the accuracy and effectiveness of financial models used by Swedbank. This includes conducting thorough audits of IRB-models, market-risk models, and other related financial models.

Key Responsibilities:

  • Conduct comprehensive audits of financial models used in the bank
  • Evaluate model development processes, including data input quality and validation processes
  • Assess model governance frameworks to ensure compliance with regulatory requirements and internal policies

Requirements:

  • Academic degree in finance, economics, mathematics, or statistics
  • Proficiency in applying audit techniques
  • 2+ year experience in the financial sector working with financial models within a banking environment
  • Understanding of IRB approaches for credit risk measurement or market risk measurement techniques (such as VaR) and stress testing frameworks

Working at Swedbank

Swedbank is a leading Nordic bank that offers a wide range of financial services to individuals, businesses, and institutions. We are committed to delivering high-quality audit assurance to management and the Board.

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