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A global investment bank is looking to add a market & liquidity risk SME to their group audit function.
Reporting to the Risk Audit Director and working closely with the model risk audit team, you will be responsible for global audit execution across market risk. In addition to this, you will be involved in developing the audit plan alongside your line manager, based on relevant emerging risks in order to proactively mitigate risk for the bank.
5+ years' market risk management experience
Specific market risk knowledge relating to VaR, Stress Testing etc.
Prior exposure across asset classes (FX, Equities, Commodities, Fixed Income etc.)