Leading the Credit Risk Audit team in the UK and liaising with global counterparties….
This role would suit someone with strong experience of counterparty credit risk, either as an auditor or as a credit risk analyst with report writing ability or previous audit / controls experience.
As part of the team completing the annual audit, the role will involve reporting to the Board Audit Committee and senior management; providing recommendations for areas of improvement and evaluation of the risk monitoring process and its capability.
The successful candidate will also advise on credit risk across Internal Audit and act as ‘knowledge expert’ to the financial markets teams on products relating to credit risk. You will also have the opportunity to gain exposure of operational market and liquidity risk. Preference will be given to candidates with experience in these areas.
An understanding of Basel 2/3, BIPRU, credit risk modelling. (Internal Models, Stress Testing, CVA (Credit Valuation adjustment) Stress Testing, back testing) would be useful.
You must have excellent communication, including report writing, and team working skills, and be able to build successful working relationships across the Global risk function.