• Quantitative Modeling
• CCAR
• Capital Planning
• Stress Testing
• PPNR Models
• Model Validation
• Model Risk Management
• Financial Risk Management
• Regression Models
• Regulatory Compliance
• Internal Audit
• Risk Governance

As a Vice President in the Quantitative Analytics Group within Internal Audit, you will lead audits focused on capital planning, CCAR, stress testing, and quantitative risk models. The role involves reviewing model development and validation processes, assessing conceptual soundness, diagnostic testing, implementation controls, and ongoing monitoring of complex financial models. You will evaluate model risk governance practices, verify remediation of audit findings, and ensure regulatory expectations are met. The position requires close collaboration with Capital Planning, Model Risk Management, and Finance teams while providing subject matter expertise to global audit teams. Additionally, you will manage audit engagements, oversee quality control, and mentor junior team members to strengthen technical capabilities.