Market Risk Audit Specialist
Amsterdam, The Netherlands
€90K - €100K + Indusrty Leading Benefits
A leading Banking organisation based in Netherlands, is currently searching for a Market Risk Audit specialist to join their wider Audit division.
As a Market Risk Audit specialist, you will be responsible for:
- Laeading Complex Market Risk and Treasury Audits related to: Trading and Counterparty Risk Managment; Interest Rate Risk in the Banking Books (IRRBB); Funding & Liquidity Risk Management (ILAAP) Capital Management (ICAAP); Asset & Liability Management.
- Leading Audits related to Market Risk Topics including: Trading & Counterparty Risk Management;
- Leading Audit methodology projects whilst considering stakeholder interests, regulatory constraints and any potential deficiencies in the current methods exposed by quality assurance processes.
- Supervising work performed by audit team members and coaching them on job.
Ideally, you will have the following experience:
- Market Risk experience from either a Banking Book or Trading Book perspective
- A strong understanding of Audit Methodology.
- Awareness of the trading risk environment (end-to-end and including valuation) is preferred.
- Design and implementation of quantitative models, using C# or C++ in a source-controlled environment
What they can offer to you:
- Base salary between €90K - €100K
- Industry leading benefits package
- Career progression and learning opportunities
- Varied position which will allows you to focus on the topics that you are interested in
Sounds like you? Please send across your updated CV, and we can arrange a confidential conversation to discuss this in more detail.