Audit Analyst - Quantitative, Actuarial & AI Models

As an Audit Analyst you will support the Models Audit team of a leading bank to focus on risk modelling, capital assessment and actuarial techniques across their insurance and banking business.

Key requirements:

• Quantitative degree in mathematics or finance.
• 3-4 years of experience required in Modelling - development or validation in areas such as Trade Pricing Models, Traded Market Risk Models (VAR, IRC, FRTB), Counterparty Credit Risk Models, XVA Models, Margin Models, etc.
• Understanding of regulations relevant to Banking (SS1/23/, CRD IV, CRR, Basel 3.1).
• Must have strong communication skills.
• Hybrid working - 2 days in the office.

For more information, please reach out to me - joyce.kaminski@robertwalters.com

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates