Senior Auditor - Investments & Treasury

The Senior Auditor – Treasury & Investments leads and delivers independent, risk‑based assurance across the Bank's treasury, investment portfolios, ALM, liquidity and market‑risk functions, and wealth management activities. The role will assess the control design and operating effectiveness, validates remediation, supports ICoFR testing, and conducts special investigations into trading, valuation and operational exceptions.

The Senior Auditor is expected to translate findings into clear, evidence‑based recommendations for senior management and the BACRC, and partners with first‑ and second‑line stakeholders to ensure timely, pragmatic remediation and sustained regulatory compliance with IIA, Basel and local supervisory expectations.

• Plan and lead risk‑based audit engagements:
• Execute end‑to‑end audit fieldwork:
• Investment Management:
• Risk framework and model assurance:
• Regulatory, accounting and compliance assurance:
• Reporting and stakeholder engagement:
• People development and culture:
• Qualifications &
  
  Experience:

• Define scope and objectives for each engagement aligned to the annual audit plan and emerging risk universe.
• Develop detailed audit programs with risk‑ranked control objectives, test steps, sampling approaches, and data requirements.
• Coordinate resources and timelines to deliver audits on schedule and within budget; elevate scope or resourcing issues promptly.

• Perform testing on control design and operating effectiveness across front office, middle office and operations using walkthroughs, inquiry, inspection, re‑performance and data analytics.
• Validate trade lifecycle controls including trade capture, confirmations, settlements, reconciliations, corporate actions, capital calls, and exception handling.
• Test valuation and pricing controls for securities, derivatives and alternative investments including model governance, inputs, independent price verification and valuation adjustments.
• Assess collateral, margin and counter party exposure processes for repo, securities lending, derivatives and OTC transactions, review margin calls, collateral substitution and haircuts.
• Evaluate treasury operations such as cash management, payment processing, FX settlements and intraday liquidity controls.

• Review portfolio governance including mandate compliance, investment limits, country limits, counter party limits, mandate changes, and performance attribution.
• Assess product governance and suitability for advisory and discretionary mandates, test KYC, risk profiling, suitability assessments and fee disclosures.
• Audit alternative investments processes for due diligence, valuation, liquidity terms and reporting to clients and regulators.

• Test ALM and liquidity risk controls including gap analysis, cashflow modelling, contingency funding plans and intraday liquidity monitoring.
• Assess market and profit rate risk measurement, limit setting, back testing, stress testing and hedging effectiveness.
• Review model risk management practices for pricing, risk and capital models including model approval, validation, change control and independent challenge.

• Validate regulatory reporting controls related to liquidity coverage ratio, net stable funding ratio, capital adequacy and large exposures.
• Assess compliance with applicable regulations and standards and confirm controls for sanctions screening, AML and conduct requirements.
• Monitor regulatory change and update audit scope to address new rules, products or risk drivers.
• Support ICoFR testing for treasury and investment processes, documenting key controls, testing design and operating effectiveness.
• Assist in the issue remediation framework by working with first‑ and second‑line owners to agree corrective actions, timelines and evidence of closure as part of issue follow‑up.

• Prepare concise, evidence‑based audit reports with clear risk ratings, root causes, business impact and remediation recommendations.
• Build strong relationships with first‑ and…