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Quantitative Finance Analyst

Salary Competitive
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/33038
Contact Tim Holbrough
Date posted 06-11-2019

Our client, a leading global Investment Bank, is looking for a Quantitative Finance Analyst to join their growing team. Your main responsibility will be to contribute to Corporate Audit's enterprise-wide coverage of model risk management.

Key Responsibilities:
Contribute towards the delivery of the model risk audit plan through model risk audits and issue validation.
Work with stakeholders within various lines of business and control functions to assess the design and effectiveness of the control environment relating to model risk management.
Produce high quality audit work papers, presenting issues to management as well as issue and report writing.
Mentor and coach team members within the Model Risk Audit group.

Skills required:
PhD or Masters or equivalent in a relevant quantitative discipline.
Experience in financial services with knowledge in one or more businesses and products in which models are developed or applied.
Model development or model validation experience in either counterparty credit risk models, market risk capital models, or artificial intelligence/machine learning models.

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Contact Tim about this job

AVP, Consultant