Risk Management

Senior Model Risk Auditor (075)

DESCRIPTION:

Dynamics Associates is currently working with a leading global wealth manager with extremely strong investment banking capabilities. This firm is looking for and individual to join their Model Risk Audit team. This individual will have the opportunity to learn state of the art audit methodologies as well as demonstrate their leadership by managing and mentoring audits to ensure they are getting delivered in a timely manner. This individual will also be able to interact with a large bandwidth of businesses across the bank and with the bank’s senior management.

REQUIREMENTS:

  • 8+ years of work experience related to audit, accountancy or in the financial industry.

  • Master’s degree or PhD in mathematics, physics, engineering or finance.

  • Understand certain regulatory topics that will set you apart from others.

  • Have strong interpersonal skills, multi-tasking and time management skills to enable to work quickly towards deadlines.

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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.

Click here to apply