Senior Quantitative Finance Analyst, VP / SVP

Location
London
Salary
80000.00-100000.00
Posted
01 Oct 2019
Closes
17 Oct 2019
Ref
97b31cbbd3036f8a4e4d5eda3d600b22
Job role
Finance analyst
  • Engage with business partners within various lines of business and functions to identify and assess the risks and control effectiveness
  • Responsible for Leading Audits and produce high-quality audit reports
  • Responsible for raising audit findings articulating the results and impact of audit fieldwork, both verbally and in writing to the business
  • Assist senior members of the model audit group to execute and report on business monitoring
  • Mentor and coach junior team members within the Model Risk Audit group
  • Provide quantitative modelling consultation to other audit teams and engage with business partners in ensuring effective coverage of the model risk control environment
  • Master's or Ph.D. in a relevant quantitative discipline such as mathematics, statistics, operations research, physics, economics or MBA or equivalent experience
  • Relevant Model risk management experience in one or more of the following areas: model risk governance, capital markets pricing models, market risk regulatory capital models, artificial intelligence / machine learning models
  • Relevant professional experience of regulatory requirements within model risk management such as SR11-7 and SR15-18
  • Model Risk Audit experience including automating audit assurance testing (preferred)
  • Excellent organisational, analytical, quantitative, oral, and written communication skills
  • Ability to take the lead and deliver in a timely manner on multiple projects