Assurance - Senior Specialist (Quantitative Analytics - Credit and Valuation Specialist)

Opportunity

We are looking to grow our Quantitative Analytics and Treasury Services (“QATS”) practice within the Financial Services - Financial Accounting Advisory Services (“FAAS”). We are looking for credit modelling and quant finance professionals to support Assurance teams with independent quantitative analysis on various financial instruments and model testing used for the purpose of financial reporting. Opportunities to develop individual consulting skillsets and provide services in areas of model governance and frameworks are included.

Your Key Responsibilities

• Credit Modelling
  • Perform model development and model validations on credit risk models for Basel and IFRS 9 purposes
  • Identify sources of model risk through comprehensive review of all model components and developmental evidence and challenge the assumptions and basis of which the components are being derived
  • Employ statistical modelling methodologies in...