Your Impact: In this role, you will be an integral part of model audit projects and will be expected to have the following responsibilities: Evaluate the conceptual soundness, implementation, use, and performance of market, capital, credit, counterparty, and AI/ML models, including those used for interest rate risk, prepayment, hedging, derivative valuation, stress testing, and economic and regulatory capital management. Research, development, validation, or audit experience involving market risk or capital models, including interest rate, prepayment, hedging, derivative valuation, stress testing, or economic and regulatory capital models, is strongly preferred.