Model Validation/Audit Consultant - Structured Finance
robert halfNew York (NY)
Model Validation/Audit Consultant - Structured Finance
Posted 6 days ago
robert halfNew York (NY)
SENIORITY
Senior
About 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.
Before you apply
Applying takes about a minute. These four things decide how fast it moves after that.
Your profile is current
It's what we read first. Occupations, seniority and locations matter more than a long history.
Two examples you can talk through
Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.
A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.