Our client, a global investment bank, is seeking a Quantitative Financial Analys whot will contribute to the Corporate Audit Market Risk team’s enterprise-wide coverage of Market risk management.
The candidate will assume the following responsibilities:
•Responsible for leading audit reviews of global markets’ portfolios focusing on market & credit risk & valuation.
•Provide subject matter expertise to the wider audit group.
•Participating in mainstream audit work, acting as subject matter expert for risk, valuation, derivatives.
•Continuous monitoring of risks in global markets, Corporate treasury and CIG portfolios
•Engaging professional in trading and risk management in frequent dialogue regarding portfolios, markets, positions, liquidity, funding, pricing, valuation, etc.
•Continuous monitoring and verification of Value at Risk estimates, Stress testing results at many different levels of granularity for positions and portfolios in global markets.
•Participating in communications with regulatory agencies
•Developing effective professional relationships with associates in trading, risk management, finance, middle office, back office, rest of corporate audit.
•Capable of managing projects and people to implement developmental initiatives
- Depth and a breadth of knowledge of financial markets and derivative products – particularly in Equities, Commodities, Rates, Currencies and Credit Instruments
- Excellent quantitative/analytic skills
- Relevant previous experience in a global markets environment – either trading, or risk management or quantitative analytics or corporate audit
- Advanced degree in a quantitative field (mathematics or physical sciences, engineering, etc.), finance, or economics
- Excellent communication skills – listening, speaking and writing
- Excellent people skills – being able to work independently and as a member of a team at several levels of seniority and leadership.
- Build credibility with fellow associates in Audit as well as associates in risk management and trading
- Being able to travel up to 25% of the time
- Expert knowledge of complex derivatives
- Good coding skills
- Good knowledge of financial models across asset classes
Please Email resumes to Jack Kelly – JKelly@ComplianceSearch.com
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