I made the move to industry almost a year and a half ago. The primary skill my new employer was looking for was leadership and management skills. As an auditor, your clients get to see you supervise and motivate your team and get a strong sense of how you function with their existing staff. Demonstrating your ability to lead is important when you make the move to industry and have a staff that does not rotate off after a few weeks!
I also have to say that it is still very important to be technically competent, but in industry there is high value placed on breadth of experience. You will need to be able to draw on financial reporting knowledge, tax knowledge, and even sometimes general legal knowledge to contribute to the decision making process.