Market Risk Analyst (Audit)

My client is a tier 1 investment bank that is looking for a strong market risk analyst to join their audit function based out of Canary Wharf.

The role:

The senior auditor within market risk will be responsible for participating in the timely delivery of high quality, value added assurance and audit reports for the market risk team, locally.

Market Risk is a control function which has the responsibility to measure and monitor the market risks taken by the bank's sales and trading businesses and its investments portfolio. The Market Risk audit team will monitor and audit the controls and processes and regulatory requirements which guide the Market Risk teams.

Technical Expertise:

- Strong understanding of Market risk in financial markets/investment banking products
- Specialist knowledge of Market risk measures and methodologies including VaR, Stressed VaR, RNIV, IRC and Greeks Working knowledge of relevant areas of regulation eg CRD4/BIPRU/GENPRU
- Working knowledge of building or validating risk management or pricing models
- Familiarity with current Market risk practices around Credit Valuation Adjustment, Stress testing, Back testing etc.

Personality:

- Demonstrate initiative
- Organised
- Strong analytical & problem solving skills
- Strong verbal & written communication skills

Must have:
- 2 + years of experience in internal auditing within corporate/investment bank within capital markets.

Should you have any more questions or want to apply, please click below or call in to have a confidential chat with Bethany.