Audit Manager Traded and Treasury Risk

Audit Manager Traded and Treasury Risk (f/m/d)The Audit Management role holder will lead the delivery of audits, some of which may be major and/or highly complex, which provide internal customers and stakeholders with critical assessments of the HSBC governance, risk and internal control frameworks.
What you will do: In this role you will:Ensure that audit assignments are completed in a timely and efficient manner with due respect to the standards established by GBL INA, industry best practices and the relevant risk and regulatory environmentProvide specialist, professional advice on audit findings and recommendations, thus ensuring that they are both fully understood and properly implemented by managementLead Traded Risk audits by reviewing Market risk and counterparty credit risk management and control activities such as the risk limit setting, reporting, monitoring, stress testing and the use of traded risk internal models.
Lead the review of Second Line of Defence controls related to the governance, identification, measurement, and management of Treasury Risks (IRRBB, Capital Risk, Banking book FX, Liquidity risk).

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This includes the assessment of SLOD controls on Treasury Risk key metrics reporting (eg.

EVE, NII, LCR, NSFR), behavioural models, risk appetite and ICAAP, ILAAP.
Identify and assess regulatory developments with respect to Traded Risk and Treasury Risk.

Review the implementation of key regulatory initiatives through audit projects and continuous monitoring activities.
Develop and maintain ongoing, consistent interaction with regional management and key internal/external stakeholders, ensuring that Audit services are adapted to meet stakeholder and regulatory needs.
Work closely with data analytics specialists within Group Internal Audit to introduce innovative solutions for key risks identification and remediation.   Constantly challenge the current and new risk management framework based on best practises and regulatory expectations.
You should apply if you have: A thorough understanding of the Traded Risk function and responsibilities including governance, control framework and model methodology with respect to market risk, counterparty credit risk. Preferably relevant product knowledge including knowledge of Fixed Income, FX, Equities, Credit and xVAPreferably experience working in relevant environments, i.e.

Market Risk and/or Counterparty Credit RiskAbility to work at flexible hours from time-to-time given the geographical location of each team member.
Good written and verbal communication and business partnering and consulting-type skills to ensure effective review of issues with senior stakeholders.
Proficient in data analyticsEven if you feel you do not meet 100% of our qualifications, we encourage you to apply, if you believe this role is right for you.
What you’ll get in return:HSBC operates multiple variable pay plans, to reflect the diverse nature of the businesses, roles and markets in which we operate.

Variable pay is designed to reward colleagues for their individual performance and contribution, as well as the performance of their relevant Business / Infrastructure, and the overall Group.

We offer
a comprehensive and competitive package of benefits covering usually covering healthcare, life assurance, pension, and family friendly leaves, as well as many other benefits to support your wellbeing.

We’ll help you progress your career, including access to development programmes, through HSBC University and our Degreed platformYou can work your way and will have a say in when, where and how you and your team flexibly work togetherOur benefits will give you financial security, and can include company savings plan (PEE), savings plan for collective retirement, mutual insurance for you and your family, loyalty bonus, a Time Savings Account to monetize untaken off days (CET)…A Work Council which offers ticketing, travel, sports, legal aid, Christmas vouchers, Summer break vouchers…Our family-focused benefits can help you to support your loved ones and include family events days off (wedding, civil union…), additional maternity or breastfeeding leave, birth bonus, partial reimbursement of childcare costs, assistance to employees taking care of a relative with disability…We’ll give you a huge range of resources that support your well-being (yoga, sophrology, Mindfulness app)You’ll have international opportunities
- this can be your place to start and branch out to anywhere we have offices A work environment that promotes Diversity & Inclusion, where you’ll be able to join our different Employee Resource GroupsThese benefits are on top of local usual benefits in France (refund of transport fees at 50%, 5 weeks of paid vacation & RTT, meal voucher card or corporate restaurant depending on location) HSBC