Description
We have two open requirements for Model Risk specialists to join us here at a global Consultancy firm working in partnership with Banks across Risk, Regulatory and Compliance areas in the UK. Our Consultancy is working very closely with a Tier 1 Investment Bank in London, who have openings within their Model Risk Audit function, where we are looking for two Model Risk Auditors to complement the team.
We are looking for specialists Auditors to Audit the Retail and Wholesale Credit models for Regulatory Capital, using PD, LGD and EAD models.
Skills Required Include:
- Quantitative expertise to support trading, valuation and modelling audit assignments
- Model Risk Audit expert from a 3rd Line of Defence perspective
- Full understanding and experience across the full asset class range
- Excellent mathematical understanding and skills demonstrated by higher Quantitative Degree - ideally at PhD or Master's level.
Excellent communication and analytical skills is a must and degree educated is highly preferred. If you feel you meet the requirements, please do not hesitate to send your CV through for review.
Quantitative Model Risk Auditor - Investment Banking