Vacancies Tagged CVA



Our client, a Global Wholesale Banking group are seeking to recruit a Risk Management Professional to Lead the EMEA Risk (Market, Models, Stress Testing) Audits.

The role is aligned to the capital markets audit team and will act as an independent SME group advising the Global Head of Capital Markets Audit on technical aspects of Models and Market Risks. You will have coverage of multi-jurisdictional areas and cover all product lines. You will work closely with other Risk Audit teams who cover the regulatory, controls and governance elements of the Audit.

  • The Role
  • Define and plan the scope of audit work required
  • Plan and execute audits for risk management
  • Continuous monitoring of the ongoing audit process through all key stages
  • Working with both the local and global audit teams to establish full audit coverage and the scope of work required
  • Responsible for the management and mentoring of the Risk Audit team
  • Reporting to the Global Head and carrying out special projects and ad hoc work as required

Requirements

  • Experience working at a high level in a risk environment of a similar EU / US banking organisation with structured capital market products.
  • SME experience within 1st / 2nd line Market Risk / Pricing Risk Models (VAR, Beta, CVAR etc), with some knowledge of other risk areas.
  • Previous experience in Internal Audit preferred but not required
    Appropriately educated to post graduate / Phd standard, with professional risk management qualifications preferred.

Location / WFH

This role can be 100% remote working from home or hybrid working in London. To be considered please apply below.

Our client is seeking an auditor with experience in Traded Credit Risk to join their internal audit team. The successful candidate will be degree educated and hold a relevant professional qualification with prior experience in financial services and/or banking.  The role involves looking at the internal Credit Risk methodologies within the business and assessing these within a risk based audit environment. Previous experience of Credit Validation Adjustments (CVA) is essential.  Excellent communication skills are required, to develop and maintain positive working relationships as part of this small specialised team.

As part of the audit team in a leading European Bank, this role offers clear career progression opportunities for the right candidate

Essential:

Experience of Traded Credit Risk, Credit Valuation Adjustments (CVA)

Experience of planning and conducting risk based internal audits

Ability to work as part of a small but high level team.