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 Vice President, Internal Audit (Treasury Risk)
Builds
Audit reports, risk assessments, and regulatory engagement outputs for Global Treasury
Domain
Banking / Financial Services / Treasury Risk Management
Required skills
Interest Rate Risk (IRRBB) frameworks, Asset Liability Management (ALM), Net Interest Income (NII) sensitivity, Economic Value of Equity (EVE), deposit modeling, stress testing, hedging strategies, regulatory compliance, audit planning and execution, team leadership
Preferred skills
Advanced degree in Finance/Accounting/Economics, CPA/CIA/CFA certification, experience leading complex audits
Technologies
NII/EVE sensitivity analysis tools, IRRBB modeling software, stress testing platforms
Responsibilities
Assess controls over IRRBB governance and risk measurement; Evaluate ALM practices including balance sheet positioning and funding strategy; Review management's use of key IRR and ALM metrics; Challenge the accuracy of Treasury reporting to senior management and the Board; Coach audit team members on Treasury risk concepts; Lead annual audit planning and regulatory engagement activities
Seniority
Senior, hands-on IC with leadership responsibilities
