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Quantitative Model Auditor [HN-QMA01]

Régió: Budapest

Focus Consulting Kft.
 
Hozzáadva: 2016.12.22.
Jelentkezési határidő: 2016.07.12.
Hirdetés azonosító: 1000466
 
Focus consulting

 

Our client

Our Client is one of the world's largest and most respected financial services companies, with a long-standing reputation for excellence on a global scale. They provide institutions and individuals with almost every kind of financial product and service across all the world's major markets.

Tasks

- carrying out detailed quantitative audit of pricing and risk models
- verification of closure of any issues identified by Regulators
- documenting all work performed in a clear, concise, and re-performable manner; uploading all work papers and reports into the Internal Audit work paper system
- tracking and closing technical findings resulting from model audits

Requirements

- MSC in a quantitative discipline
- Advanced mathematical and software modeling skills are mandatory
- Programming skills in at least one high level modeling language such as MatLab, Mathematica, FinCad, S+ or R
- Strong interpersonal skills in order to interact confidently with Internal Audit and management and risk model developers
- Ability to effectively challenge the quantitative methodologies and implementation as well as the closure work performed on regulatory findings
- Ability to work under pressure to tight deadlines
- Ability to develop strong internal client relationships

 

Munkavégzés helye
Budapest
Kategória
Bank / Biztosítás / Pénzintézet
Régió
Budapest

 

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