robert halfNew York, NY
Model Validation/Audit Consultant - Structured Finance
Model Validation/Audit Consultant - Structured Finance
Model Validation/Audit Consultant - Structured Finance
robert halfNew York, NY
2 days ago
Portfolio Management and Investment AdviceOther Management Consulting ServicesOther Scientific and Technical Consulting Services
Apply for this role (opens in a new tab)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.
Also on the board Same function, level within a rung
Level
Senior
Location
New York, NY
Occupation
Financial and Investment Analysts
Industry
Portfolio Management and Investment Advice
Posted
2 days ago