Global Treasury Audit, Vice President
Core
Provide independent assurance over the design and effectiveness of the Bank's Global Treasury risk management practices, focusing on Interest Rate Risk in the Banking Book (IRRBB) and Asset Liability Management (ALM).
Role type
Senior IC internal audit leader (Treasury/ALM)
Builds
Audit plans, risk assessments, and regulatory engagement activities for Global Treasury
Domain
Banking / Financial Services / Treasury Risk
Required skills
IRRBB frameworks, ALM governance, NII/EVE sensitivity analysis, stress testing, deposit modeling, regulatory compliance, audit leadership, model validation, risk measurement, management reporting
Preferred skills
CPA, CIA, CFA, advanced degree in Finance/Accounting/Economics
Technologies
NII/EVE sensitivity, IRRBB frameworks, deposit modeling, behavioral assumptions, stress testing, hedging strategies, model usage
Responsibilities
Assess design and operating effectiveness of controls over Interest Rate Risk in the Banking Book; Evaluate Asset Liability Management practices; Review management's use of key IRR and ALM metrics; Challenge completeness and accuracy of Treasury reporting; Coach and develop audit team members on Treasury risk concepts; Stay abreast of industry matters and apply new developments in audit projects
Seniority
Senior, hands-on IC
