Risk Audit Manager recruitment

Our client, one of Canada’s Big Five Banks, is hiring a Senior Auditor, an Audit Manager, and a Senior Audit Manager to join their team. Your group will audit risk models used for valuation, risk measurement, regulatory and economic capital, and performance measurement. You will be a subject matter expert and will work closely with other groups to plan audits and risk assessments and review fieldwork, complete reporting, and conduct tests. In addition, you will recommend controls to enhance procedures throughout the bank and you will coach junior auditors in the execution of audit testing.

To qualify for these roles, you must possess a graduate degree in a quantitative discipline, experience in Financial Services audit, data mining, operational risk, documentation, and client relationship management. Strong understanding of market, credit, liquidity, and operational risk is also required, as are experience in Basel implementations, gap analysis, and compliance assessments. Education requirements include a Ph.D or Masters in statistics, math, finance, economics, engineering, or physics, along with knowledge of quantitative financial modeling techniques.

You must understand financial modeling concepts which include valuation, risk modeling, portfolio performance modeling, and option pricing models. Knowledge of instruments such as derivatives or credit products is also required. You must understand statistical tests, regression analysis, probability theory, and time series analysis. In addition, you must possess working knowledge of C++, VBA, Matlab, and SAS. If you are qualified for this role, please apply now.  PLEASE NOTE THAT THIS ROLE IS LOCATED IN TORONTO, CANADA.
 

Requirements:

-Experience in a quantitative function within a Financial Services organization which includes risk and audit experience.  Data mining and operational risk are also required.
-Strong understanding of market, credit, liquidity, and operational risk
-Strong quantitative background with minimum education of Masters or Ph.D in a quantitative discipline
-C++, VBA, Matlab, SAS

WILLINGNESS TO RELOCATE TO TORONTO, CANADA.  MUST POSSESS A VALID WORK PERMIT PRIOR TO INTERVIEWING.

Advantages:

-Strong communication skills
-Experience in derivatives pricing
-Basel implementations
-Gap analysis
-Compliance assessments