Job Details

Senior Quantitative Financial Analyst

Job ID 1095

  • New York, NY, 10001
  • Fulltime
  • 3 - 10 years experience
  • 140000 - 175000 Annual
  • 21/08/2017
  • Accounting, Finance
  • 1 of Openings
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Job description

Senior Quantitative Financial Analysts (SQFA) will contribute to the Corporate Audit Model Risk group's enterprise-wide coverage of model risk management. 

Responsibilities

    • Determine and propose the risk-based scope of Model Audits.
    • Engage with business partners within various lines of business and functions to identify and assess the risks and control effectiveness.
    • Responsible for Leading Audits and produce high-quality audit reports
    • Responsible for raising audit findings articulating the results and impact of audit fieldwork, both verbally and in writing to the business.
    • Assist senior members of the model audit group to execute and report on business monitoring 
    • Mentor and coach junior team members within the Model Risk Audit group.
    • Provide quantitative modelling consultation to other audit teams and engage with business partners in ensuring effective coverage of the model risk control environment.

    Required Skills:

    • Master's or Ph.D. in a relevant quantitative discipline such as mathematics, statistics, operations research, physics, economics or MBA.
    • Relevant Model risk management experience in one or more of the following areas: governance, capital markets models, consumer / retail models, economic capital models, loss forecasting models.
    • Relevant professional experience of regulatory requirements within model risk management such as SR11-7 and SR15-18.
    • Model Risk Audit experience (strongly preferred).
    • Excellent organizational, analytical, quantitative, oral, and written communication skills.
    • Ability to manage and deliver timely on multiple projects.
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