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VP Audit Manager - Treasury & Liquidity Risk Modelling

  • Location: New York, NY
  • Salary: $Commensurate with experience$
  • Job type: Permanent
  • Job reference: VC/167060
  • Sector: Banking, Other Financial Services
Job Description

Our client is a global investment bank undergoing a period of significant growth and as a result, has come under heightened regulatory scrutiny. The bank is currently seeking a VP Audit Manager for its Model Risk Audit function, focusing on Treasury and Liquidity Risk Models.

 

Reporting to the Global Head of Model Risk Audit and working in a team of model risk specialists, the VP will be responsible for leading and managing audit engagements and targeted deep dives around the bank's treasury and liquidity risk models. The VP will be the team's subject matter expert for all matters pertaining to treasury and liquidity risk modelling, and will play a large part in the development and training of more junior members of staff.

 

The successful candidate will possess:

  • Experience and technical knowledge of treasury and liquidity risk modelling, gained in a Model Development and/or Validation role with a complex banking institution or consulting firm
  • Strong understanding of risk and controls environment, and SR 11-7 requirements
  • Excellent leadership and communication abilities

 

This is a fantastic opportunity for model risk and / or model risk audit professionals seeking to lead and grow in a top tier institution, one that is recognized across the globe for its commitment to the success and development of its employees. To register your interest, please submit your CV to Vickie Chan via the below link.

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