Our client is a leading Global Investment with Headquarters in London. They are seeking someone to join their Quantitative Finance Audit section in London at Senior VP level. With a very strong background in Quantitative Finance, with a focus on Market Risk. The right candidate will have excellent quantitative and analytic skills, and an excellent knowledge of financial markets and banking products.
- An advanced degree in a relevant quantitative field, eg Mathematics, engineering, finance or economics
- Good knowledge of financial models across all asset classes.
- Experience in another banking institution at VP Level
- Great communication and people skills
- Contribute to the Corporate Audit Market Risk team’s coverage of model risk management
- Lead audit reviews of global market portfolios with an emphasis on market and credit risk valuation.
- Acting as subject matter expert for Quantitative and Market Risk Audit
- Participating in communications with regulatory agencies
- Continuous monitoring and verification of Value at Risk estimates, Stress testing results at many different levels of granularity for positions and portfolios in global markets
- Develop and maintain good professional relationship with associates in all areas of the bank, including risk, trading, middle and back office
- Managing ad hoc projects as required