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Alumni Pro Model Risk Auditor

Job Title: Alumni Pro Model Risk Auditor
Contract Type: Contract
Location: London, UK
Industry:
Contact Name: Regan Stevely
Contact Email: regan.stevely@mthreeconsulting.com

Job Description

Within the Global Model Risk Audit team, our Associates are required to provide comprehensive coverage of all model areas. This is within wholesale and retail to provide assurance over model risk controls at Group level to internal stakeholders and regulators, covering;

  • Credit Risk
  • Market Risk
  • Operational Risk
  • Valuation
  • Risk pricing models for Derivatives
  • Portfolio & Enterprise Assessments
  • Regulatory Compliance

Our Alumni Pro Associate monitors the effectiveness of the lines of control framework through to the performance of the model risk identification and measurement. This provides quantitative support and audit coverage of model design, validation and related
processes while ensuring the correct short and long term remediation plans are deployed and developed to acceptable levels.

Key attributes:

  • Alumni Pro Model Risk Auditor
  • Proficient in C++ and SAS
  • Attention to detail
  • Experienced in statistical modelling
  • Experience/interest in Derivative pricing
  • Ability to build strong relationships
  • Written and verbal communications skills