Quantitative Model Auditor (Budapest)


Quantitative Model Auditor (Budapest)
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Quantitative Model Auditor

Our client

Our prestigious Client is a global financial services firm and a market leader in investment banking, securities, investment management and wealth management services.


-Carrying out detailed quantitative audit of pricing and risk models
-Verification of closure of any issues identified by US Federal Regulators or UK regulators (PRA)
-Documenting all work performed in a clear, concise, and re-performable manner; uploading all work papers and reports into the Internal Audit work paper system (Open Pages)
-Tracking and closing technical findings resulting from model audits


-MSC in a quantitative discipline
-Mathematical and software modeling skills are mandatory (as QAG performs independent software replication of the quantitative components of risk models as a central element of the validation effort)
-Programming skills in at least one high level modeling language such as MatLab, Mathematica, FinCad, S+ or R
-Strong interpersonal skills in order to interact confidently with Internal Audit and MRD management and risk model developers
-Ability to effectively challenge the quantitative methodologies and implementation as well as the closure work performed on regulatory findings
-Ability to work under pressure to tight deadlines
-Ability to develop strong internal client relationships



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