Twenty Financial Services are currently recruiting for a Risk Model Review Manager for a leading Asset Management firm based in London.
The main responsibility of the role will be to continue the build out of a model validation governance framework.
- Own and assist with the model review processes and control standards
- Participate in independent model reviews
- Provide independent model opinions through thorough analysis and reviews
- Stay abreast of market and business ideas in order to be ahead of best practice
- Add value to the second line of defence investment risk process.
- Deputise for the Head of Risk Analytics when necessary.
- Great academic background desirably with a degree/masters in mathematics, financial engineering or econometrics
- Experience establishing model risk frameworks and practices within a financial services institution, preferably within asset management
- Model validation
- Strong quantitative and IT skills.
- Programming experience with R and VBA or other data/stat packages and databases