Senior Audit Manager - Model, Market & Treasury

Location London
Discipline: Internal Audit
Contact name: Max Fillingham

Contact email:
Job ref: 1523

Senior Audit Manager - Model, Market & Treasury - Up to £115,000

My client, a Tier 1 Investment Bank, is open to candidates from a Banking background in associated Market, Treasury & Trade Risk Models AND Auditors specialising within the area of Model (Market) Risk.

The successful candidate will have:

  • 8 - 15 years’ experience within Market Risk Modelling (Validation, Development OR Audit)
  • Review governance operations of IRRBB, Structural FX, Liquidity risk. This includes the assessment of SLOD controls on NTMR key risk metrics reporting (eg. EVE, NII, LCR, NSFR), behavioural models, risk appetite and ICAAP
  • Identify and assess regulatory developments with respect to Traded Risk and Treasury Risk
  • Excellent writing, analytical & interpersonal skills
  • Demonstrable stakeholder management experience


  • Lead complex audits end-to-end while managing senior stakeholders on a continuous basis
  • Complete full testing for key controls throughout assisgned audit to conclude the operational effectiveness
  • Stick to strict timescales and deliver audits effectively
  • Seek further personal development from not only a technical perspective but also cultural
  • Work collaboratively across the risk/business areas of the business audit matrix across assigned audit projects

For more information, please apply here or forward your CV to: