Market Risk Audit

  • GBP45000 - GBP70000 per annum
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Michael Page
  • 14 nov. 17 2017-11-14

The role sits in the investment banking audit team supporting the market risk and valuations business lines

Leading Investment Bank

Description

Plan, execute and document, in a supervised manner, audits in a risk focused manner and to a high standard in accordance with department and professional standards.

Evaluate, test and report on the adequacy and effectiveness of the control environment.

Analyse risks and proactively identify the root-cause of issues with a view to providing recommendations for improvement where weaknesses are identified.

Drive all aspects of audit execution, including audit planning, audit testing, control evaluation, audit report drafting, work paper documentation and follow up and verification of issue closure. This may include individual performance or leading a team of auditors in planning, testing and reporting on the effectiveness of controls that support the Firmwide Market Risk and Valuation Control groups.

Work with global line of business auditors in the early identification of emerging control issues and reporting them to line of business and audit management

Perform monitoring of market risk and financial related data, as well as operational risks, to recognise patterns and trends with risk and control implications.

Stay up to date with evolving market risk and valuation developments and regulatory and market events impacting the Bank

Profile

Demonstrable knowledge, and experience on market risk monitoring and management (including VaR and Stress)

Experience of valuation practices beneficial

Strong knowledge of financial instruments across a range of asset classes essential

Good understanding of internal controls and risk assessment concepts

Strong analytical skills to assess and challenge the existing Market Risk and Valuation control framework

Job Offer

Competitive salary and benefits package - Associate or AVP level role