Internal Auditor - Bank

We have the requirement for Internal Audit for HDFC Bank for Mumbai / Chennai / Bangalore Location.

Please find the details.

Company Name : HDFC Bank

Location : Mumbai, Chennai, Bangalore

Job Title : - Internal Auditor

Department : - Internal Audit

Job Description: -

- Audit of Internal Risk based approaches for calculations of capital charge for credit risk

- Key areas are:

- Review of bank's rating system and its operations

- Review of process followed for asset clarifications

- Review of portfolio pooling

- Review of process / methodology followed for estimation of PDs (Probability of Default) along with LGDs (Loss Given Default), EADs (Exposure At Default), RWAs and sample calculation

- Review of model documents, board approved policies, etc.

- Review of work handled by Validation team

- UAT / process note review for IRB approach

Required Profile: -

- C.A. / MBA Finance

- Basic knowledge of Corporate credit / SME

- 2-3 years relevant experience in IRB, BASEL, ICAP internally with working in same functions in Banking

- Sound knowledge of BASEL II and IRB related RBI directives/circulars

- Ability to handle lave value/volume data flow across various systems

- Data massaging skills and related IT/software/statistics exposure

- Ability to independently carry out assignment

- Excellent communication skills