
Description:
Role Overview:
We are seeking an experienced Internal Auditor for Market Risk & Treasury audits. This individual contributor role is responsible for conducting audits, evaluating risks, and ensuring compliance within the Bank's Treasury - dealing room, market risk, and operations.
Key Responsibilities:
- Conduct audits of Domestic Rupee Money market, Forex, and Derivatives.
- Handle market risk audits such as SLS, IRS, LCR, NSFR, IDL, NOOP, NDTL, MCLR, ICAAP, and capital adequacy reviews.
- Carry out spot audits of dealing room, NPI/NPA review, treasury expenses, vendor expenses, and GL account review.
- Review policies such as Investment Policy, Market Risk Management Policy, ICAAP, and governance structures.
- Review submissions made to TIMCO, ALCO, ALM, and other committees.
- Perform RBS Tranche III testing.
- Ensure audits cover governance, policies, processes, risks, operations, and information security.
- Demonstrate knowledge of RBI, FEDAI, and FIMMDA guidelines.
- Identify control lapses, revenue leakages, and suggest improvements.
- Prepare audit reports with team leaders.
- Track pending audit issues and ensure closure.
- Oversee concurrent audits and ensure timely completion.
Educational Qualifications:
- CA / MBA / Postgraduate Finance or related field with 5 to 9 years of relevant experience in market risk and treasury audits in banks.
Key Skills:
- Strong knowledge of RBI, FIMMDA, and FEDAI guidelines.
- Effective communication and report drafting skills.
- Analytical and problem-solving abilities.
- Proficient in MS Word and Excel.
- Deadline-oriented with strong organisational skills.
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