Market Risk Assurance Expert
We are seeking an experienced Market Risk Assurance Expert to join our team. In this role, you will be responsible for providing assurance over the bank's market risk management processes.
* Job Description:
* The Market Risk Audit team is responsible for providing independent and objective assurance of the effectiveness of the Bank's market risk management processes.
* As a Senior Audit Manager in this team, you will lead audits across various market risk areas, including traded and non-traded market risk models.
* You will work closely with business stakeholders to understand their risk management processes and identify areas for improvement.
* Your expertise in market risk management and auditing will enable you to provide high-quality assurance reports that inform business decisions.
* Required Skills and Qualifications:
* Tertiary Qualifications: Bachelor's degree in Commerce, Actuarial Studies, Finance, Business, Engineering or equivalent practical experience and/or internationally recognised audit qualification.
* Typically 8+ years relevant experience: in risk management (Line 1 or 2) or audit, preferably with experience in market risk management and auditing.
* Internal Audit Experience: experience working in internal audit at an authorised deposit-taking institutions (ADIs) or other financial services firm is highly regarded.
* Risk Modelling and Validation Experience: experience in risk modelling and/or validation covering traded and/or non-traded market risk models used for Interest Rate Risk in the Banking Book (APS 117), Market Risk (APS 116), Operational Risk and/or Credit Risk is highly regarded.
* Benefits:
* Our team offers a dynamic and inclusive work environment where you can grow professionally and personally.
* As a senior leader in the audit function, you will have opportunities to develop your skills and expertise in market risk management and auditing.
* Our team is committed to continuously improving governance practices and ensuring alignment with business, stakeholders, and customer needs.
* Others:
* Collaborate with cross-functional teams to drive process improvements and innovation.
* Contribute to building a culture of inclusion and respect, celebrating all cultures, abilities, genders, expressions of gender, and sexual orientation.