Audit Manager - modelling and capital methodologies in City of London

A leading retail and commercial banking group based in London are recruiting for an Audit Manager to review a range of different financial models and capital methodologies.

You will use your expertise to help identify, plan and execute risk based audits, and to manage stakeholder relationships, so that the department audits the modelling and capital methodologies that matters most to the Group.

They are looking for a candidate with a deep knowledge in some of the following:

oThe generic elements of a model life cycle, and their associated risks
oEffective model risk management and governance
oStatistical theory, analysis and inference, and statistical and qualitative techniques for validating models
oCredit risk modelling and internal rating system development
oCapital management frameworks and regulatory capital treatments
oStress testing and scenario analysis
oActuarial and Insurance capital modelling
oFinancial mathematics, derivative products (IR, FX, credit, hybrid, inflation), and modelling and calibration techniques for their pricing and risk management;
oKey trading front office and risk applications, including analysis and modelling of market and credit risk, VaR, PFE, CVA, generic risk measures such as Greeks, and stress testing;
oCash flow modelling and financial economics;
oLiquidity risk pricing and modelling

The role of Audit Manager - Modelling and Capital Methodologies provides an excellent opportunity to gain exposure to a wide range of credit, market and insurance risk modelling, capital assessment and other modelling and analytical techniques. To find out more apply today.

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
skills
Internal Audit, Models, Model Risk, Modelling, Internal Auditor, Audit,