Internal Audit Specialist- IT, Data Analytics and ModelsHello future Internal Audit SpecialistFirstRand believes that its people are its single most important resource. We recruit self-starters who have a passion for what they do. We empower them, hold them accountable, and reward them appropriately. We value diversity in our people, particularly for the way that this contributes to innovative thinking. If you think you will flourish in our environment, and you believe you have the necessary skills and competencies for the position advertised, then we are looking for you!Are you someone who can:Plan and execute audit assignments to provide assurance over model risk management, governance, data, deployment, usage and all associated controls within FirstRand Banking Group. The following are some models frequently reviewed by Group Internal Audit:Credit risk models (including capital, provisioning, scoring, affordability and pricing)Market risk modelsEconomic capital risk modelsFunding and liquidity risk modelsArtificial intelligence and machine learning modelsStress testing modelsFinancial crime and fraud risk modelsPropensity modelsData aggregation models and calculatorsEach model audit assesses model design, model documentation, quality of model inputs and data preparation processes and reporting (BCBS239), model implementation (usage) and model performance monitoring.The successful candidate will interact with data owners, model developers and users, independent validation functions, risk management, model risk governance structures and committees, and divisional audit teams to inform the scope of the assignment and report on the outcome of reviews.You will be an ideal candidate if you have:B.Sc. /B.Eng./B.Tech. in Engineering (Computer Engineering/Software Engineering) or IT Audit QualificationKnowledge of project management, data architecture, data warehousing, system implementation, and master data managementSolid report writing skillsAn Honours degree would be preferred (where relevant) and a Masters degree would be advantageousKnowledge of statistical, mathematical and financial risk models and quantitative methodsExperience in using relevant software/programming packages such as Java, SAS, R, VBA, SQL, C++, Python, and MATLABExperience with data transfers and migration controls and data quality testingA comprehensive understanding of the regulatory landscape, frameworks, and compliance requirements associated with financial servicesYou will have access to:Challenging work in a complex and exciting environmentAdvanced analytics processes, systems, solutions, and frameworksOpportunities to innovate and create efficienciesSenior management and Group level governance structuresWe can be a match if you are:Curious & courageous - you're driven by always wanting to know more and learn moreObsessed with mastery - you know what it takes to become good at what you doHave a general understanding of different risk typesAre you interested to take the step? We look forward to engaging with you further. Apply now!
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