Quant Auditors - Model Validation Quant Auditors - Model Validation …

Parker Fitzgerald
in London, England, United Kingdom
Contract, Full time
Be the first to apply
competitive
Parker Fitzgerald
in London, England, United Kingdom
Contract, Full time
Be the first to apply
competitive
Parker Fitzgerald
Parker Fitzgerald Parker Fitzgerald is a strategic advisor and consulting partner to the world’s leading financial institutions and regulatory authorities. Since being established in response to the Global Financial Crisis, we help our clients meet their greatest challenges and seize their most exciting opportunities. Our partnerships with clients deliver strategic advice, consulting and assurance areas across the full spectrum of risk management, financial regulation and technology. The strength of our relationships with our clients, and the key to our success with them has been built on industry leading expertise paired with fresh thinking to deliver exceptional results.

Global Assurance

We assist clients with a broad range of assurance services including the implementation of robust risk and control frameworks across the three lines of defence.

We support clients with front-to-back risk discovery and mitigation processes by undertaking risk assessments and assurance on both the design and operating effectiveness of controls as well as the provision of advice on regulatory and control remediation.

We also provide specialist audit skills and subject matter expertise to support Internal Audit functions. As we have a busy pipeline within the Internal Audit space, we are looking to hire Model Validation - Quant Internal Auditors, on interim and permanent basis.

Specific requirements

  • Up to date working knowledge of financial markets, instruments, valuation and risk management techniques, ideally spanning multiple asset classes or model types
  • A strong understanding of Mathematical Finance, Stochastic Calculus, Econometrics or Mathematical Statistics and their application in valuation or risk management across multiple asset classes and risk types
  • Strong interpersonal, verbal and written communication skills
  • Direct experience of Model Validation Capacity, Model Limitations, understanding inputs, assumptions, model analytics, sensitivity analysis, outputs
  • Model Risk Audit
  • Capital Markets
  • Strong client stakeholder skills, and to be confident and clear when you need to challenge or influence
  • Quantitative skills are essential, and a degree in a quantitative field, ideally to PhD level. An industry qualification such as FRM, CQF, or an auditing or accounting qualification would also be desirable.

Generic Duties

  • This technical role will cover all three lines of defence, providing independent, objective assurance on the risks associated with the use of models across a wide range of applications. These will include derivatives valuation, trading, market risk, counterparty credit risk, credit risk, operational risk, initial and variation margin, stress testing, and treasury.
  • Managing associate staff when required and driving our one team approach, irrespective of permanent or associate status 
  • Being an ambassador for the firm by always embodying our core values
  • Developing subject matter and service line specialism to become a recognised expert within the firm and then with clients across the industry

 

Company Overview
 
Close