Quantitative Model Auditor (Vice President)
ES-13261
Apply for job
Our partner is one of the global leaders in the financial sector providing a wide range of investment banking, management and wealth manegement services. We are looking for an experienced quantitative risk professional who has experience in quantitative finance and model development/validation.Responsibilites:
- Carrying out detailed quantitative review of pricing and risk models and their validations
- Reviewing risk and capital models and validations against applicable FED, OCC, PRA and ECB regulations
- Providing Subject Matter Expertise on model risk regulations
- Coordinating global model risk audit assessments
- Verifying closure of issues identified by regulators or from model risk audits
- Periodic reporting to senior management
- MS or Ph.D in a quantitative discipline
- 5+ year of experience in quantitative finance
- In-depth knowledge of model risk regulations (SR11-7, SR15-18 and Basel rules)
- Hands-on model development or validation experience
- Exposure to wide variety of products and derivatives, risk analytics, validation methodologies and regulatory requirements
- Confident command of English
Apply for job
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Quantitative Model Auditor (Vice President)ES-13261Apply for job
Our partner is one of the global leaders in the financial sector providing a wide range of investment banking, management and wealth manegement services. We are looking for an experienced quantitative risk professional who has experience in quantitative finance and model development/validation.Responsibilites:
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