Model Validation/Audit Consultant - Structured Finance

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.
• Experience in model validation, quantitative audit, model risk management, valuation review, or internal audit of structured products.
• Strong understanding of securitization, structured credit, cash flow modeling, and valuation methodologies.