AIG is seeking an Audit Director for the AIG Internal Audit Group (IAG) Investments and Enterprise Risk Management (ERM) Audit Group which is located in our New York City office. The right individual will be a highly experienced audit professional, or possess equivalent industry experience, with strong competencies, both technical and interpersonal. This position will report to the Group’s Managing Director and includes the following key requirements:
Insurance product knowledge with risk management experience, or audit experience of risk management processes/function; some model risk, quantitative related knowledge is a plus.
Risk Management Principles, including Credit, Market, and Operational risk disciplines.
Investments and Capital Markets/Trading products including fixed income securities, equities, and alternative assets (hedge funds, private equities, real estate), derivatives, structured products, foreign exchange, and commodities; and front-office trading, trade process through settlement.
Federal Reserve Bank CCAR/Capital Planning and Stress Testing knowledge/experience
Responsibilities
• Hands-on execution of component-level development tasks
• Demonstrates the ability to analyze, code, and debug
• Assures that all technical deliverables they are responsible for are consistent with organizational standards
• Provides production support of existing systems as needed
Additional
• Capable of quickly coming up-to-speed on new tools and software.
• Project specific testing
Participates in Unit testing Integration Testing
Supports QA Testing, UAT Testing
• Assists in application support, defect fixes
Position Requirements
Education
• Masters or equivalent industry experience
Experience
The experience level is defined as having 3-5 years in the IT field.
• Expert C++ coding skills
• Experience implementing multi-threaded applications preferably in a grid computing setting
• Financial engineering skills including a strong of term-structure models, volatility calibration, OAS analysis, and mortgage cash flow modeling.
• Familiarity with cross-platform (Linux/Windows) development projects
• Familiar with Secure coding practices
• Experience using automated testing frameworks
Tools
• Google Test, Google’s C++ test framework
• MPI, OpenMP
• AntHill Pro
• Code Review, Coding standard tools
• UML modeling tools
Technologies
• C++
• SAS
• Financial Libraries
• Hadoop, MongoDB
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