Market Risk Audit Director

A leading global financial institution is seeking an experienced Audit Director to lead Market Risk audit coverage within its Internal Audit function. This individual will be responsible for providing independent assurance over the market risk framework while partnering with senior stakeholders across Front Office, Risk Management, Finance, and Compliance.

The position focuses on auditing both trading and non-trading market risk, including risk measurement methodologies, valuation, stress testing, capital frameworks, and governance

• esLead and execute complex Market Risk audits from planning through reportin
• g.Evaluate market risk management frameworks, including VaR, stress testing, scenario analysis, sensitivities, and related risk methodologie
• s.Assess valuation governance, capital frameworks, and the effectiveness of market risk control
• s.Review risk limit frameworks, monitoring processes, breach escalation, and governance practice
• s.Evaluate data quality, aggregation, reporting, and end-user computing controls supporting market risk processe
• s.Identify control gaps, root causes, and practical remediation recommendation
• s.Support ongoing risk assessments and continuous monitoring to identify emerging risks and inform audit plannin
• g.Present audit observations and recommendations to senior management and other key stakeholder
• s.Coach junior auditors and contribute to the overall development of the audit tea

• und
  10+ years of experience within Internal Audit, Market Risk, Risk Management, Capital Markets, or a related consulting environme
• nt.
  
  Strong Internal Audit experience within a banking or capital markets organizati
• on.
  
  Deep understanding of market risk concepts, including VaR, stress testing, sensitivities, valuation, and regulatory capital framewor
• ks.
  
  Knowledge of trading products, derivatives, fixed income, and broader capital markets activiti
• es.
  
  Experience assessing quantitative risk methodologies, governance, and model assumptio
• ns.
  
  Strong understanding of regulatory expectations surrounding market risk manageme
• nt.
  
  Excellent communication skills with the ability to engage senior stakeholders and challenge constructive
• ly.
  
  Professional certifications such as FRM, CFA, CPA, or CIA are advantageo