Risk Audit Role

Role Details:

Prime responsibility would be to perform internal audits of

Internal audit Risk areas such as:

1. Liquidity i.e., LCR, NSFR, IRS, SLS, Behavioural studies, IDL and other aspects related to Liquidity and ALM. Mid-office Mid-office related risk limit reviews i.e., VAR, SLL, PV01, MD and all other limits related treasury products.

2. Operational risk related reviews i.e., RCSA, KRI, BCP and other process related reviews.

3. Credit risk related reviews such as asset quality review, pricing (MCLR and asset pricing), model review and review of other process.

4. ICAAP (Pillar I, II and III), Stress testing, Model validations and ECG related risk.

Overall Job Description:

The internal audit role would include the following:

- Plan and conduct internal audits in line with the extant regulations, policies and processes with emphasis on data analysis.

- Creation/Updation of the Risk and Control matrix, Permanent file, Audit checklist for the units

- Participate in finalizing of the reports after discussing with Management.

- Report findings periodically to the Management, Board and ACB

- Track compliance of past observations pending closure

- Oversight the concurrent audits of the treasury and risk areas

- The job would also involve providing assistance to the central internal audit function for carrying out audits pertaining to various other units/area.

Education and Work Experience Requirements:

EDUCATION:

Essential requirement: CA/MBA

Preferred: Added professional qualification/certification like FRM, CFA, CIA, other certifications in the Treasury domain would be an added advantage.

WORK EXPERIENCE:

Essential requirement: minimum 7- 12 years work experience in the areas of Treasury Audit/Treasury Operations and Market Risk, Liquidity Risk, Model Validation

Preferred: Exposure to enterprise risk domain would be of added advantage.

Any specific requirements:

Desired Behavioral / Functional Traits:

- Problem solving capability

- Extensive usage of analytics

- Person of proven integrity and excellent track record

- Ability to inspire confidence among personnel in the organization.