In this role, you will be responsible for independently handling multiple projects that will require interaction with the heads of various departments (i.e. – trading, front office, stakeholders, etc). You will be leading model development efforts, audit activity, analysis, along with various other high-importance functions. The ideal candidate for this role will possess complex products (e.g. exotic derivatives) knowledge from previous front office (e.g. trading), market risk or market risk audit experience.
This team consists of experts from the front office, trading, valuations, and products spaces. As a part of this team, you will be surrounded by a fast pace group of people who are working together to ensure that, as the center of many departments, everything runs smoothly.
Proficient in audit methodology and GPS.
Proficient work paper review skills.
Excellent risk assessment skills.
Ability to negotiate with and influence business partners.
Strong project management skills.
3-5 years of relevant experience.
Understanding of, at least, two asset classes.
Strong analytical and quantitative skills.
Strong understanding of Var, CCAR, and stress tests.