This is an excellent opportunity for someone with a sound background as a Model Validation, Model Development or Market Risk practitioner, or for someone who is a career auditor working in this space.

Our client is seeking someone to join their internal audit team. The successful candidate will hold a maths or science degree or post graduate qualification. Experience in financial services and/or banking is essential. The role looks at all aspects of Market Risk Audit, including Model Validation, VAR, Stress Testing Valuation, Model Building, and Model Development, across the business. As this is a VP level role, in depth knowledge experience in this area is essential.

This role is effectively that of consultant and subject matter expert to the Internal Audit Function. The ideal candidate will have experience in the audit field, however, practitioners are also invited to apply, as long as they have a solid understanding of the internal audit process.

Essential:

• Relevant Experience of Market Risk Models, Model Validation, VAR, Stress Testing and Model Development.
• Ability to work as part of a high level team.