Vice President, Audit Manager

Company: JPMorgan Chase
Location: New York, NY 10004 (Financial District area)

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Duties: Perform market risk and valuation related aspects of audit activities including risk assessments, audit planning, audit testing, control evaluation, report drafting, work paper documentation and follow up and verification of issue closure. Partner with colleagues, clients and control community members to evaluate, test and report on the adequacy and effectiveness of management controls. Work with global line of business auditors in the early identification of emerging control issues and report them to line of business and audit management. Monitor periodic operational and financial related data to identify patterns and trends with risk and control implications. Partner with other groups within Audit (Investment Bank, Commercial Bank, Asset Management, Technology) to ensure the delivery of a seamless program of audit coverage across JPMorgan Chase. Maintain up-to-date knowledge of evolving regulatory and market events impacting the firm’s risk organization.

Minimum education required: Master’s degree or equivalent in Economics, Finance, Mathematics, Operational Research or Engineering (any), or related field.
Minimum experience required: 5 years of experience in market risk evaluation, financial products valuation, and financial regulatory frameworks, or related experience.
Alternate education and experience required: Bachelor’s degree or equivalent in Economics, Finance, Mathematics, Operational Research or Engineering (any), or related field, and 8 years of experience in market risk evaluation, financial products valuation, and financial regulatory frameworks, or related experience.

Skills required: Must have experience with audit methodologies. Experience working on Market Risk methodologies and valuations including: VaR calculation, market risk modeling, Stress and Greeks/sensitivities risk measures, derivatives and financial products valuation calculation, and risk modeling. Experience interacting with senior management stakeholders. Experience in control evaluation, risk assessment, and compliance. Demonstrated knowledge of pricing of derivatives and financial instruments. Employer will accept any amount of professional experience with the required skills.