Dynamics Associates is working with a respected Asset Manager who is looking for a Quantitative Audit Manager to sit within their Internal Audit department. This individual will report directly to the Head of US Internal Audit, supporting audits in various locations throughout the country and provide support for teams in Europe and Asia. The Model Risk Audit Team is base in NYC but has a global presence in Munich, Frankfurt and Hong Kong.
- Minimum 5 years’ of relevant quantitative market-risk, credit-risk, value-at-risk, or financial product valuation methodology experience.
- Ability to review and validate complex market-risk calculation engines, investment decision making or trading engines, risk data-warehouse, risk reporting and business-intelligence platforms.
- Experience with internal control frameworks and familiarity with Internal Audit, Compliance and Risk functions.
- Experience reviewing data from multiple sources into a dynamic centralized risk infrastructure and using such data in accord with standard audit methodologies and techniques.