Overview In this role you will oversee risk-focused audit activities and partner with Audit Leadership to align on regulatory priorities. You will serve as in-charge on audits and regulatory validations across Swap Dealer Risk Management, market risk management, and related trading, liquidity, and margin services. You'll apply market risk framework concepts (VaR, back testing, regulatory reporting) and contribute to future FRTB considerations. You will translate complex concepts for senior management and help reimagine audit processes. This is a chance to influence controls, compliance, and automation enhancements within a leading global bank.
Compensation / Benefits- competitive compensation
- wellbeing programs
- paid time off including volunteer time
- 401(k) plan
- medical/dental/vision and life insurance
- career development opportunities
Responsibilities- Oversee risk-focused audit activities in line with policies and standards to identify issues and exposures
- Collaborate with Audit Leadership to determine/regulatory priorities and business strategy
- Serve as in-charge on audits and regulatory validations in Swap Dealer Risk Management, market risk management, and related trading and services
- Apply Market Risk Management framework concepts (regulatory capital, FFIEC102, VaR/SVaR back testing, risk limits) and support FRTB readiness
- Articulate complex concepts clearly to stakeholders and provide management with actionable recommendations
- Identify control environment inconsistencies and develop structures/solutions to address issues
- Lead and manage audits with strong project planning and milestone tracking
- Identify opportunities for process automation and appropriate software support requests
- Provide guidance and training to junior staff and advise clients as needed
Key requirements- Bachelor's degree or equivalent
- 7-10 years of experience in internal audit or related field
- Knowledge of Market Risk Management and global regulatory requirements
- Experience with Capital Markets including Fixed income, Equities, and Broker Dealer compliance
- Familiarity with Foreign Exchange and Derivatives trading (Interest Rates/Equity)
- Experience with Swap Dealer (CFTC) compliance, Securities Finance, Liquidity and Margin services
- Strong analytical, critical thinking, and problem-solving abilities
- Ability to communicate difficult concepts effectively to senior management
- Experience with audit testing and continuous auditing concepts is a plus
- No direct reports but demonstrated leadership in guiding peers
- Strong communication
- Leadership and mentoring
- Critical thinking
- Market Risk Management framework
- Regulatory capital calculations
- FFIEC102 reporting
