AVP - Quantitative Audit - Banking

  • £65 - 80,000
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • B&FS Audit
  • 17 nov. 17 2017-11-17

A global banking group headquartered in London is looking for a quantitative SME to join their Model Risk audit team, which provides assurance as to the integrity of risk models across their Corporate, Investment and retail banking businesses.

Key Responsibilities:

  • Work with the Audit Director and VPs in the model risk audit team to ensure effective management of the risk control framework
  • Partner with other relevant audit teams (Market Risk, Retail / Wholesale Credit Risk, Capital Risk etc.) to provide subject matter expertise and insight
  • Manage relationships with Senior Stakeholders, acting as a credible adviser in the identification of risks and recommendations to mitigate control deficiencies
  • Actively engage in all phases of the audit cycle from scoping/planning to final report draft

Key Experience / Skills Desired:

  • Master’s degree or higher in relevant quantitative discipline (Financial Mathematics / Engineering, Quantitative Economics etc.)
  • 2-5 years’ experience working in either a model development or model validation role in the banking sector (internal audit experience is not required)
  • Relevant professional qualifications (CQF, FRM, CIA, ACA etc.)
  • An interest in gaining exposure to a broad portfolio of risk models in a leading banking institution
  • Ability to communicate complex ideas in an articulate manner to individuals at all levels of seniority in a credible and influential manner