Model Validation/Audit Consultant - Structured Finance
robert halfNew York, NY
Model Validation/Audit Consultant - Structured Finance
robert halfNew York, NY
3 days ago
Occupations
Financial and Investment AnalystsFinancial Risk SpecialistsFinancial Quantitative AnalystsIndustries
Portfolio Management and Investment AdviceOther Management Consulting ServicesOther Scientific and Technical Consulting ServicesAbout the role
Our client is a prominent global asset management and investment advisory firm seeking a consultant with experience reviewing and validating valuation models used for structured finance products, including Special Purpose Vehicles (SPVs), Asset-Backed Securities (ABS), Mortgage-Backed Securities (MBS), and CDOs.
Responsibilities:
Perform independent reviews and validation of valuation models used for ABS, MBS, CDOs, SPVs, and other structured finance products. Assess model methodologies, cash flow projections, and key assumptions, including prepayment, default, recovery, and loss rate curves. Evaluate model governance, controls, documentation, and compliance with internal policies and regulatory expectations. Partner with valuation, risk, audit, and quantitative teams to identify model risks, validate outputs, and recommend remediation where necessary.
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JOB OVERVIEW
Experience level
Senior
Location
New York, NY
Occupation
Financial and Investment Analysts
Industry
Portfolio Management and Investment Advice
Posted
3 days ago
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