Capital Markets Audit Vacancy

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

The Role:

  • 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