VP Internal Audit Market Risk

Responsibilities

• Leading end to end audits surrounding capital markets, specifically market risk, trading activities, liquidity services, and related to swap dealer compliance.
• Follow up on these actions to ensure audit process is moving smoothly.
• Main point of contact to business management regarding potential audit issues.
• Identify potential risks that may impact the business and work to develop remediation plans.
• Contribute to continuous monitoring and risk assessments.

Qualifications

• 5 or more years of experience in internal audit or operational risk within the financial services.
• Strong experience across market risk management, related activities within capital markets specifically fixed income, foreign exchange trading, and broker dealer compliance.
• Familiarity with market risk regulatory capital calculations, (FFIEC102), VaR/SVaR back testing, Fundamental review of Trading Book, etc.
• AI and audit automation skills are preferred.
• Strong written and verbal communication skills.

Pay

$150,000 - $175,000 annually