Counterparty / Exposure Management Risk Auditor
The Role
- Systematically assess, valuate and critique all counterparty credit risk aspects (PFE calculation methods, Credit Valuation Adjustment, stress testing, back testing etc) across a global portfolio in this leading investment Bank
- Deliver large complex audits and foster proactive, professional relationships with senior stakeholders
- Be a recognised SME for Counterparty Credit Risk within Group Internal Audit and with our key stakeholders
- Provide robust and challenging insights on business risk and control procedures
- Contribute to development of the audit plan through ongoing business risk assessment
- Build and develop key relationships at senior levels in the organisation
- Lead or contribute to audits of varying size and complexity across the Group
The Candidate
- Excellent knowledge of counterparty credit risk in some capacity (either exposure management, CVA market risk, epe/pfe calculations etc)
- Sound understanding of credit risk in capital markets / investment banking products
- Previous experience in internal audit highly desirable, although not essential
- Ability to build relationships with senior stakeholders within the business
- Previous team management experience ideal although not essential
- Ability to have a holistic view of risk management and see ‘the bigger picture’
If you would like more information, please contact the risk team.
APPLY | risk.emea@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
Search Consultant: James Friend
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
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