Model Risk Management - New York, Tier-1 Bank

New York  ‐ Onsite
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Keywords

Description

VP - Quant Audit: Market Risk & Valuations SR Letter 11-7

Quant Auditor required to join a top tier investment bank based in New York (MUST ALREADY HAVE CITIZENSHIP / RIGHT TO WORK).

Due to the seniority and experience required for the role this will be a Vice President role within Quant Market Risk & Valuations. The types of candidates sought will have experience in market risk management within an investment bank, or experience in auditing market risk management processes within an investment bank.

Essential experience & skills includes:
  • Extensive technical knowledge and exposure to Market Risk and derivative instruments / products traded within investment banking.
  • Market Risk Management & Valuations,
  • Audit (risk & controls assurance)
  • Model Validation SR Letter 11-7
  • 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 (e.g. ACCA, ACA, CFA, FRM or any other qualification in quantitative discipline for market risk)
  • Model governance
  • SR Letter 11-7


As a Quant Auditor within this particular bank you will get exposure to senior stakeholders across a wide variety of asset classes.

Candidates with quant / risk knowledge will have rapid career progression within this department.

Key words: Quant, Risk, Audit, Banking, Market Risk, VaR, Stress testing, ACA, ACCA, VBA, C#, C++ VaR, Pricing Models, SR Letter 11-7

To be considered for these fantastic opportunities, please contact Leroy Maringa

SR Letter 11-7SR Letter 11-7
Start date
08/2013
From
Real Staffing
Published at
12.06.2014
Project ID:
724774
Contract type
Permanent
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