Audit Manager - Counterparty Credit Risk

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The Internal Audit function of our listed client is going through a period of significant expansion.  An excellent opportunity exists to join the team as Audit Manager for Counterparty Credit Risk team.

You’ll play an integral role within a team of eight by providing quality, efficient and effective assurance and influencing business managers to improve control. You’ll be leading and coaching your team as they deliver audit engagements, making sure they’re delivered to budget and on time while helping them to realise their potential.

You’ll also be:

  • Delivering audit engagements and driving assurance for regular and complex engagements
  • Leveraging Internal Audit’s industry leading audit methodology and tools
  • Ensuring compliance with global methodology within engagements and accurately keeping the audit management tool up to date
  • Managing key stakeholders throughout audit engagements, ensuring a good understanding of business risks and an open and effective discussion on key risks
  • Building on an excellent Internal Audit position and influencing the evolution of our control framework

You will be an experienced internal auditor or counterparty credit risk professional with a strong background in risk management principles, monitoring and testing effective controls and a meticulously investigative approach. It would be an advantage if you have experience involving key exposure measures, knowledge of the Internal model method (IMM), IMM Back testing and CVA Capital charge.

You’ll also demonstrate:

  • Knowledge and experience of prudential risk and capital management
  • A good understanding of the Capital Requirements Regulation and other key regulatory requirements relating to risk and capital management and the use of risk models
  • Strong interpersonal and communication skills
  • Broad understanding of modelled and non-modelled approach to calculating the capital requirements thereon.
  • Broad understanding of Traded and Non-Traded Market Risk under CRR and FRTB and modelled and non-modelled approach to calculating the capital requirements thereon.

Our client offers excellent opportunities for learning, professional study and wide-ranging experience, including the opportunity to get experience in audit of Market Risk.

Salary up to £68,000 (DOE) + Bonus + 20% Cash/Benefit allowance.  Hybrid working.  For further information contact Stuart Ringland at stuart@lusona.co.uk

Permanent
16 May 2022
Audit & Risk
Internal Audit / Business Controls
up to £68,000 + Bonus + 20% cash/benefit allowance
0141 530 4333