Risk Management

Senior Model Validation Associate (053)

Description:

Dynamics Associates is currently working with a Foreign Investment Bank. This prestigious institution is in search of a Senior Model Validation Analyst with strong model risk management and quantitative knowledge. This individual will perform independent validation using market risk, credit risk, liquidity risk and stress testing models. In order to understand model status and help enhance future developments, the ideal candidate will effectively collaborate with model owners.

requirements:

  • Minimum of 3 to 6 years of relevant work experience in financial services industry in the quantitative space.
  • Experience in credit risk modeling or model validation especially those related to commercial and industrial loans.
  • Advanced degree in a quantitative field such as economics, finance, statistics, mathematics, physics, engineering.
  • Consulting background in the risk/model validation space a plus.

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Quantitative Audit Manager (036)

DESCRIPTION

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. 

REQUIREMENTS

  • 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.

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