As an Audit Supervisor Market Risk you have a leading role in Market Risk and Group Treasury audits as performed at head-office or abroad. These audits cover a wide range of (complex) topics and involve senior stakeholders. You will play an active role in these audits, while also supervising work performed by audit team members and coaching them on job. The areas in scope are Trading & Counterparty Risk Management, Funding & Liquidity Risk Management (ILAAP), Capital Management (ICAAP) and Asset & Liability Management. Awareness of the trading risk environment (end-to-end and including valuation) is preferred.
Your work environment
You will be located in Amsterdam within the Market Risk audit team as part of the Audit Division Risk & Finance. It has worldwide coverage on Market Risk and Group Treasury audits. International audits are performed as a joint effort between local audit teams and (central) specialists.
Focus on development and growth
For audit staff it is extremely important to be on top of all relevant internal and external developments, including regulatory changes. Therefore, investing in personal growth and development via a personal training plan is key. As such, we will ensure that you are always up-to-date on the key developments in your area of attention, which allows you to continue improving your performance.
Strong analytical and communicative skills
You have strong verbal, listening, writing, analytical and interpersonal skills. Therefore, you know how to ask the right questions and get the right information; also when you have to overcome resistance first. You are accurate and describe yourself as a team player who is very capable of working in international teams, as well as 'self-starting' when the task at hand requires. You like working with people and coaching individuals as well as sharing knowledge on the job or via trainings.
Furthermore you:
have an academic degree and are preferably in the possession of certification in Market Risk Management and/or Internal Control / Administrative Organisation.
have (international) experience in complex organisations, a bird's eye view and knowledge of my client's business and markets risks.
have the ability to work at all levels in the organisation and bridge between different people and different cultures.
are fluent in English (fluency in other languages is much appreciated).
(preferably) more than 6 years of relevant work experience in market risk management and/or audit within a major bank or financial institution.
(preferably) have a good understanding of internal audit processes, including identifying and evaluating key risks and process controls, setting the audit scope and developing audit testing.
have proven communication, convincing and advisory skills; being able to 'get people on board' and ensure necessary buy-in from stakeholders.
