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Manager / Senior Manager, Model Risk, Global Assurance
September 29, 2018
London, United Kingdom
Manager / Senior Manager, Model Risk, Global Assurance (London)
Parker Fitzgerald is a strategic advisor and consulting partner to the world's leading financial institutions and regulatory authorities.
Since being established in response to the Global Financial Crisis, we help our clients meet their greatest challenges and seize their most exciting opportunities – from growing sustainable profitability to meeting regulatory obligations and harnessing innovation to transform their businesses.
Our partnerships with clients deliver strategic advice, consulting and assurance areas across the full spectrum of risk management, financial regulation and technology.
The strength of our relationships with our clients, and the key to our success with them has been built on industry leading expertise paired with fresh thinking to deliver exceptional results.
We assist clients with a broad range of assurance services including the implementation of robust risk and control frameworks across the three lines of defence.
We support clients with front-to-back risk discovery and mitigation processes by undertaking risk assessments and assurance on both the design and operating effectiveness of controls as well as the provision of advice on regulatory and control remediation.
We also provide specialist audit skills and subject matter expertise to support Internal Audit functions.
Specific requirements for this role
Up to date working knowledge of financial markets, instruments, valuation and risk management techniques, ideally spanning multiple asset classes or model types
A strong understanding of Mathematical Finance, Stochastic Calculus, Econometrics or Mathematical Statistics and their application in valuation or risk management across multiple asset classes and risk types
An understanding of the regulatory requirements and developments relating to valuation or risk models
Strong interpersonal, verbal and written communication skills
Strong client stakeholder skills, and to be confident and clear when you need to challenge or influence
Quantitative skills are essential, and a degree in a quantitative field, ideally to PhD level. An industry qualification such as FRM, CQF, or an auditing or accounting qualification would also be desirable.
This important, technical role covers all three lines of defence, providing independent, objective assurance on the risks associated with the use of models across a wide range of applications. These will include derivatives valuation, market risk, counterparty credit risk, credit risk, operational risk, initial and variation margin, stress testing, and treasury.
Manage associate staff when required and drive our one team approach, irrespective of permanent or associate status
Be an ambassador for the firm by always embodying our core values
Develop subject matter and service line specialism to become a recognised expert within the firm and then with clients across the industry
If you can confidently demonstrate that you meet the criteria above, please contact us as soon as possible.
Visa sponsorship isn't available / legal right to work without sponsorship must already be in place in order to be considered for this vacancy.
Internal Number: 4611101
About Parker Fitzgerald
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