Internal Audit - Risk Audit - Senior Auditor

Job Name - Senior Auditor - Risk Audit

Job Location - Kanjurmarg, Mumbai

Job Responsibilites:

• Understanding of Basel 3 framework and Advanced approaches for Credit / Market / Liquidity / Operational risk
• Asset Liabilities Management : Knowledge of regulatory guidelines on ALM Experience in carrying out audits of Risk Management function.
• Experience in ICAAP review covering Pillar 2 risks, stress testing and capital budgeting
• Experience in ORM review covering RCSA and KRI areas.
• Liquidity Risk: Knowledge of regulatory guidelines and approaches followed by banks while complying with Liquidity Coverage Ratio (LCR) / Net Stable Funding Ratio (NSFR
• Market risk areas: Market risk guidelines, Stress testing and advanced approaches
• Capital RWA: Knowledge on regulatory guidelines on capital adequacy under standardised approach.