Quantitative Risk Audit, 50000-120000

City of London  ‐ Onsite
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Keywords

Description

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

* Risk Management (Credit / Market),
* Valuations,
* Audit (risk & controls assurance)
* Model Validation, &
* Model Development

Additionally, sound commercial awareness and a quantitative ability to assess design robustness and performance of various models, including business forecasting, pricing, valuation & finance is desired.

Other essential experience includes;

* Extensive technical knowledge and exposure to derivative instruments / products traded within investment banking.
* 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 in previous roles to include 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-c70% 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
29.01.2014
Project ID:
657092
Contract type
Permanent
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