Market Risk Model Specialist - High Travel
- London, England, United Kingdom
- Permanent, Full time
- 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.
- 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.