This role would suit someone with a background in a large financial services organisation gained in quantitative finance audit with a thorough understanding of traded credit and market risk techniques, BASEL III requirements and emerging regulations.

The successful candidate will be accountable for the standards of reports and plans undertaken by the audit team while maintaining on overall view of the internal audit plan.

Essential

•  Expert knowledge of traded credit/market risk modelling  (CVA, DVA, PFE, VaR, IRC, APR/CRM etc)
• Comprehensive experience of validating and evaluating models
• Thorough understanding of BASEL III credit and market risk requirements in addition to current knowledge of emerging regulatory requirements.
• Excellent communication skills
• Ability to develop and maintain excellent working relationships

Desirable

• Programming experience, experience e.g. C++, SQL, Matlab.
• Postgraduate qualification in a relevant subject
• Managing an audit plan