Description
Our client, a Global Tier-1 Corporate & Investment Banking institution is in search of Quantitative Model Risk / Quantitative Analytics / Model Risk Auditor with experience in quant market/credit risk management and model review within an investment bank, or experience in auditing market risk management processes & model audit within an investment bank.Essential experience & skills includes includes some of the following:
- understanding of Model Risk Management concepts, such as model governance / Model Validation
- Extensive technical knowledge and exposure to Market / Credit Risk and derivative instruments / products traded within investment banking,
- Credit or Market Risk Management & Valuations,
- Audit (risk & controls assurance),
- Model Validation,
- Practical understanding of relevant regulatory environment including recent developments, changes and impacts to investment banking firms,
- Proven track record of high performance in previous roles to include senior stakeholder management,
- Relevant professional qualifications (PhD, MSc or (Finance, Mathematics, Economics etc.) ACCA, ACA, CFA, FRM or any other qualification in quantitative discipline for market risk)
The vacancy is within a tier-1 CIB based in London, offering a very competitive package.
If interested - please apply or get in touch with Leroy Maringa on for consideration / more information.
Closing date: 6/2/15