Market Risk Model Specialist - High Travel

  • £85,000
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • B&FS Audit
  • 17 nov. 17 2017-11-17

One of the world's largest banking groups are looking to create a brand new market and model risk audit team, which will provide proactive quantitative assurance for their investment banking business globally.

Key Responsibilities:

  • Act as a technical specialist for the Global Audit team, providing SME insight into the management of market and model risk pertaining to the investment bank
  • Liaise with key Senior Stakeholders, including Desk Heads and Function leaders, in a credible manner to report audit findings
  • Partner with the business and provide recommendations to manage the risk control framework of the Global Markets business

Key Experience / Skills:

  • Background in either: model development / validation, market risk management or Sales & Trading (3-5 years)
  • Comprehensive exposure to: FX, G10 Rates, Equity Derivatives, Credit Markets, commodities
  • Masters degree or Doctorate in Quantitative discipline - extensive understanding of statistics and financial mathematics is essential
  • Ability to manage relationships with individuals at all levels in a competent manner
  • Prior usage / awareness of: VBA, MatLab, C#, C++, R, Latex etc.
  • Ability to travel globally c. 50% - key destinations include NYC, Hong Kong, Singapore, Paris, Frankfurt

This is an opportunity to work within a newly established team that will offer visibility across the bank and the opportunity to exercise quantitative technical skills, while gaining exposure to industry-leading professionals.

This bank offers unparalleled internal mobility opportunities and audit is often seen as a function to develop an understanding of the organisation before utilising this experience and knowledge within another business area.

N.B. Unfortunately visa sponsorship is unavailable for the position at present.