Join us as an Audit Manager, Market & Traded Credit Risk
- We’ll look to you to provide independent engagement assurance by leading the engagement team specific to Market and Traded Credit Risk
- You’ll be supporting the engagement assurance planning, ensuring coverage of all key risks, complying with regulatory requirements for Internal Audit, and deploying resources to best use
- Using your expert knowledge of auditing, you'll be able to advance your career in this critical role
What you'll do
As an Audit Manager, Market & Traded Credit Risk you’ll be providing quality, efficient and effective assurance and influencing business managers to improve control. You’ll be leading and coaching your team as they deliver audit engagements, making sure they’re delivered to budget and on time while helping them to realise their potential.
You’ll also be:
- Delivering audit engagements and driving assurance for regular and complex engagements
- Leveraging Internal Audit’s industry leading audit methodology and tools
- Ensuring compliance with global methodology within engagements and accurately keeping the audit management tool up to date
- Managing key stakeholders throughout audit engagements, ensuring a good understanding of business risks and an open and effective discussion on key risks
- Building on an excellent Internal Audit position and influencing the evolution of our control framework
The skills you'll need
We’re looking for an experienced internal auditor or someone with a strong background in risk management, along with knowledge and experience of Market and Traded Credit risk . You’ll need to be able to demonstrate how you’ve successfully delivered projects – audit or otherwise – while keeping a firm hand on budget, time and quality.
You'll have strong interpersonal and communication skills with he ability to effectively communicate with and influence senior stakeholders
You’ll also demonstrate:
- Good understanding of Market risk in financial markets / investment banking products
- Specialist knowledge of Market risk measures and methodologies including VaR, Stressed VaR, Expected shortfall, RNIV, IRC, IDRC and Greeks
- Working knowledge of relevant areas of regulation e.g. CRR and CRR II
- Familiarity with current Market risk practices around Credit Valuation Adjustment, Stress testing, Back testing etc.
- A proactive approach towards identifying, coaching and developing talent