Audit Portfolio Manager: Models

Qualification: A Business Mathematics/Actuarial/Financial Engineering/Informatics/Quantitative Risk Management Degree with majors in Mathematics and Statistics is essential. A post graduate degree would be advantageous. Experience: 5 - 7 years extensive experience in model development, testing and validation or Model/Quantitative risk Audit (preferably within the banking or similar financial services industry) Ability to operate independently with minimal supervision Knowledge of statistical, financial, risk and quantitative methods Proficiency in programming software packages such as SAS, SQL, R, VBA, PYTHON and MATLAB. Understanding of credit, operational, market and liquidity risk models as defined by Basel II & III will be advantageous A comprehensive understanding of relevant financial services regulatory frameworks and compliance requirements as well as practical experience of these. Knowledge relating to Corporate Investment Banking including Market Risk. The following additional experience is preferred: Extensive internal/external audit and / or risk management experience in banking Actuarial and/or Market Risk experience Please note that if you have not received a response within 14 days of submitting your application that your application was unsuccessful.