Assuming you're adequately protected by a hold harmless clause, you should be covered unless you do something you know or should know is illegal. Ethics might be personally bothersome, but any legal liability for unethical conduct falls upon your employer as long as you personally don't break the law.

Also IANAL but I do work in the banking sector. Much depends on the laws of the country in which the OP is operating. But, banking is a global market, and you should know something of other regulatory bodies outside your own country, as they will have an effect.

The USA has the Sarbanes Oxley Act of 2002, which makes hiding and misrepresentation of financial information, a felony, as indeed is having knowledge of such and doing nothing about it. This affects third parties including contractors and auditors.

SOX has provision for protecting whistle blowers, but this is probably a part of the legistlation which has not been invoked, owing to the newness of the act. Also, be aware of some of the dangers of whistle blowing, as in the Chip Salzenberg case.

Outside the US, is the Basle Accord, in particular Basle II, which covers practices for banks which need to operate in Europe.

Some pointers for you: