Quantitative Risk Audit, 50000-120000

City of London  ‐ Onsite
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Keywords

Description

Within these roles, our clients seek out expertise in some of the following;

- Quantitative Risk Management (Credit / Market / Counterparty Credit),
- Valuations,

- Quantitative Product Control,
- Audit (risk & controls assurance)

- Independent model review,
- Model Validation, &
- Model Development

Additionally, sound commercial awareness; an ability to see the bigger picture; a quantitative aptitude to assess design robustness, and performance of various models including business forecasting, pricing, valuation & finance is desirable.

Other important experience includes;

- Extensive technical knowledge and exposure to derivative instruments / products traded within investment banking (insurance / asset management considered)
- Practical understanding of relevant regulatory environment including recent developments, changes and impacts to investment banking firms (BIPRU, CCAR, GENPRU etc.)
- Proven track record of high performance & senior stakeholder management
- Financial economics; Econometric modelling and forecasting;
- Scenario analysis and stress testing;
- Statistical and qualitative techniques for validating models
- Relevant professional qualifications and proficiencies (e.g. ACCA, ACA, CFA, FRM, VBA, Matlab, C++, or any other qualification in quantitative discipline)

NB: The roles offer global travel opportunities that ranging from c15-c30% travel.

To be considered please contact Leroy Maringa Sthree UK is acting as an Employment Agency in relation to this vacancy.
Start date
10/2013
From
Real Staffing
Published at
12.12.2013
Project ID:
639891
Contract type
Permanent
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