| Global Assurance 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. As we have a busy pipeline within the Internal Audit space, we are looking to hire Model Validation - Quant Internal Auditors, on interim and permanent basis. Specific requirements - 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
- Strong interpersonal, verbal and written communication skills
- Direct experience of Model Validation Capacity, Model Limitations, understanding inputs, assumptions, model analytics, sensitivity analysis, outputs
- Model Risk Audit
- Capital Markets
- 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.
Generic Duties - This technical role will cover 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, trading, market risk, counterparty credit risk, credit risk, operational risk, initial and variation margin, stress testing, and treasury.
- Managing associate staff when required and driving our one team approach, irrespective of permanent or associate status
- Being an ambassador for the firm by always embodying our core values
- Developing subject matter and service line specialism to become a recognised expert within the firm and then with clients across the industry
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