Models Audit

City of London  ‐ Onsite
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Keywords

Description

The successful Model Risk Auditors will be expected to undertake audit activities requiring extensive quantitative expertise as part of a team providing independent, objective assurance over the Group's internal control framework and assists business line management

The sought after candidates will be technically oriented and proficient in dealing with quantitative projects and business problems. Expertises sought include;
  • Strong academic qualifications in a quantitative discipline and/or relevant experience in front office or risk functions;
  • Financial mathematics, derivative products (IR, FX, credit, hybrid, inflation and equity), and modelling and calibration techniques for their pricing;
  • Experience of continuous support of key trading front office and risk applications, including analysis of market risk, VaR, generic risk measures (i.e. Greeks)
  • Financial economics; Econometric modelling and forecasting;
  • Scenario analysis and stress testing;
  • Actuarial modelling and Solvency 2 requirements;
  • Statistical and qualitative techniques for validating models;
  • VBA, Matlab, C++ skills.


Ultimately the role provides an excellent and unique opportunity to gain exposure to a wide range of credit, market and insurance risk modeling, pricing, capital assessment and other modeling and analytical techniques across the banking and insurance businesses.

To find out more about Real, please visit us on www.realstaffing.co.uk
Start date
07/2013
From
Real Staffing
Published at
20.07.2013
Project ID:
570217
Contract type
Permanent
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