Senior Audit Manager - Model Validation

The role

You will prepare, plan, and lead audits and create audit reports. You will perform technical deep dives into complex models including risk, valuation, and machine learning architectures.

What you will do

• Preparation, planning, and leadership of audits
• Creation of precise audit reports and coordination of recommendations with departments
• Technical deep dives of complex models including risk, valuation, and ML architectures
• Evaluation of mathematical soundness, data lineage, and preprocessing pipelines
• Challenging model assumptions, mathematical formulations, and calibration techniques
• Analysis and independent assessment of the internal control system, compliance, and process security
• Follow-up of internal and external findings
• Accompanying internal projects in accordance with regulatory requirements
• Contribution to the further development of audit methods

Required qualifications

• Completed degree in Finance, Quantitative Economics, Mathematics, Statistics, Data Science, Law or comparable qualification through professional experience
• Deep practical experience in banking audit (in-house or auditing/consulting) in the MaRisk/KWG environment
• Strong theoretical and practical understanding of advanced statistics, econometrics, stochastics, and machine learning algorithms
• Proven practice in auditing or developing quantitative models (scoring, backtesting, stress testing)
• Experience in code review with common data science libraries such as Pandas, NumPy, Scikit-Learn, PyTorch/TensorFlow
• Familiarity with AI governance frameworks (e.g., EU AI Act)
• Familiarity with audit software
• Proficiency in using AI-supported workflows
• Business fluent German and English skills in speaking and writing
• Strong analytical skills
• Integrity

Nice to have

• Readiness for continuous development of own AI skills

Benefits

• 28 vacation days, increasing by 2 days after 2 years and 3 days after 3 years
• 2 paid volunteering days per year
• Home office budget
• Training budget of 1,000 € per year
• Transparent career framework
• Monthly meal allowance
• Subsidy for Deutschlandticket
• Possibility to work from abroad for up to 12 weeks per year (Workation)

About the company

Solaris is Europe's leading embedded finance platform and a BaaS pioneer. Founded in 2016 in Berlin, it is a German full bank transforming into an AI-native banking platform.