Director - Market Risk Audit

A leading global financial institution is seeking an experienced Audit Director, Market Risk to join its Internal Audit function. This is a leadership opportunity for a market risk specialist who can provide independent assurance, challenge risk frameworks, and partner with senior stakeholders across trading, risk, finance, and regulatory functions.

This is a full‑time, hybrid role based in Charlotte, NC
. If hired you will lead and execute audits covering trading and non‑trading market risk activities across a complex international banking environment.

As a senior member of the Internal Audit team, you will:

• Lead audits focused on market risk management, trading activities, valuation, stress testing, regulatory capital, and new products.
• Act as Auditor-in-Charge for complex reviews, ensuring high-quality execution in line with internal audit standards and methodologies.
• Assess the effectiveness of market risk measurement frameworks, including VaR, stress testing, scenario analysis, sensitivities, and related governance.
• Evaluate risk limit frameworks, monitoring processes, breach management, and escalation protocols.
• Review data governance, aggregation, reporting controls, and risks associated with manual and end‑user computing solutions.
• Contribute to continuous monitoring and risk assessment activities, identifying emerging risks and recommending enhancements to audit coverage.
• Present findings and recommendations to senior management and key stakeholders.
• Coach and mentor junior auditors while supporting broader audit delivery objectives.

Experience

• 10+ years of experience within banking, financial services, consulting, market risk, capital markets, or internal audit.
• 5+ years of hands‑on internal audit experience within a regulated financial environment.
• Strong understanding of trading businesses, market risk management, and quantitative risk methodologies.
• Experience engaging with senior stakeholders and leading complex audit assignments.

Strong knowledge of:

• Market risk frameworks including VaR, stress testing, sensitivities, and scenario analysis.
• Regulatory capital requirements and Basel market risk concepts.
• Trading products, derivatives, structured products, and emerging financial products.
• Risk appetite frameworks, limit management, and governance processes.
• Data sourcing, data quality, aggregation, reporting controls, and associated operational risks.

• Bachelor's degree in Finance, Economics, Mathematics, Risk Management, or another quantitative discipline.
• Advanced degree (Master's or PhD) preferred.
• Professional certifications such as FRM, CFA, CIA, or CPA are highly desirable.

Must be a US Citizen, or Green Card holder to be eligible.