Poste et missions

We are seeking a VP-level Quant Auditor to assist the Americas Audit Group in validating the internal controls implemented by the first and second lines of defense within the Natixis CIB Americas Platform, with a focus on Model Risk Management.

The salary range for this position will be between $135,000 - $170,000. Natixis is required by law to include a reasonable estimate of the compensation range for this role. Actual base salary will vary and will be based on several factors including, but not limited to, relevant experience, education, skills set, applicable licensure and certifications, and other business and organizational needs. Base salary is only one component of our total rewards package. Natixis also offers a generous benefits package, and you may be eligible for a discretionary incentive award depending on company and individual performance.

• Conduct and analyze various data groups with the CIB Americas platform, including, but not limited to, Global Markets (Fixed Income, Commodities, Foreign Exchange, etc.), and Global Finance (Real Estate Finance, Oil & Gas Reserve Based Lending, Infrastructure and Project Finance, Aviation Finance, Leveraged Finance, Commodities Finance, etc.) to identify trends and outliers
• Conduct and analyze various support and control data streams such as Compliance, Funds Transfer, Market Risk, Independent Pricing, and Liquidity Risk, to identify trends and outliers
• Evaluate CIB Americas Model Risk Management governance and policies to ensure that it is consistent with regulatory guidance (SR 11-07) and industry best practices
  • Validate the accuracy of the Model Inventory
  • Ensure adequate testing is performed
  • Validate that updates and modifications are properly implemented and tested
• Conduct detailed testing of various models utilized throughout the CIB Americas platform to ensure that they are working as designed, and are reliable
  • Ensure that documentation of models is comprehensive and thorough
  • Ensure that all high-risk models are thoroughly tested and approved by senior management
• Assist Audit and Loan Review staff in identifying meaningful stratified samples for testing during their missions
• Conduct detailed testing of model data to ensure data quality and integrity exists throughout the life cycle of a model.
• Documentation of Audit Work-papers, which provide details of procedural flow charts, audit sampling techniques, descriptions of audit testing and findings, including observations of sound processes and weaknesses, and recommended corrective action.
• Create an Audit Report that is consistent with Americas Audit Group Guidelines and accurately reflects the nature and scope, and the results, of the audit mission to local management and head office.
• Prepare and modify Audit Work Programs to ensure that they are consistent with the Americas Audit Group’s activities, regulatory guidelines (FFIEC, etc.), and industry best practices (IIA, etc.).
• Liaise with local regulatory examiners to ensure that all requirements with respect to their examinations, including the compilation of information with respect to the Entry Day, and/or First Day, Letter, are met with little or no exceptions.

Profil et compétences requises

Bachelor’s and/or Master’s degree (s), with a focus on Quantitative Analytics.
Candidate should have between 5 and 10 years of Auditing and/or Compliance experience.
Thorough knowledge of analytical tools, such as Spotfire, Splunk, etc.
Thorough knowledge of US Banking Regulations and Security Industry Regulations.
Audit certifications a plus (CPA, CIA, CBA, CFSA, CISA, etc.).