BofA証券株式会社

【Bank of America】Quantitative Financial Analyst


仕事内容

https://careers.bankofamerica.com/en-us/job-detail/25011988/quantitative-financial-analyst-multiple-locations

This job is responsible for conducting auditing activities of Artificial Intelligence (AI) risk management across the company and for specific business units or control functions. Key responsibilities include conducting the audit assessment of effectiveness of controls supporting the AI model life cycle including AI risk assessment, AI and model governance, model development, validation, on-going monitoring, and model change management. Job expectations may include the ability to influence management’s strategic direction and actions to strengthen the model risk control environment.


応募資格(必須経験など)

 Conducts audit assessment of the company’s AI governance framework and routines
 Conducts audit assessment of effectiveness of controls supporting the use of AI models and application such as AI model life cycle including model governance, development, validation, on-going monitoring, and model change management.
 Performs review of model development analysis and on-going model performance testing to assess the conceptual soundness of the AI model methodology, reasonableness of the model assumptions and the completeness and accuracy of the model testing.
 Conducts review of the AI model validation analysis to assess the effectiveness of the model validation process. Assesses the completeness and reasonableness of the model assumptions, limitations and independent model testing.
 Provides insightful challenges to management, identifies control deficiencies or enhancement opportunities, conducts root cause investigation, documents and reports audit findings.
 Works closely with teammates from multiple internal audit teams to ensure a comprehensive coverage of model uses across the various lines of business of control functions.
 Works closely with model stakeholders and senior management with regard to communication of audit assessment outcomes.,

Minimum Education Requirement: Master’s degree in related field or equivalent work experience


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