Market Risk Auditor - Internal Audit

We are seeking an experienced Market Risk Auditor - Internal Audit to join a leading bank. This pivotal role involves conducting thorough internal audits of market risk, Asset Liability Management (ALM), and liquidity risk frameworks within the banking sector. The ideal candidate will possess a strong background in financial risk management and regulatory compliance, ensuring the bank adheres to established guidelines and best practices.

As a Market Risk Auditor, you will play a critical role in evaluating the bank's risk exposure and control environment, contributing significantly to its financial stability and operational integrity. This position offers an excellent opportunity for a seasoned professional to apply their expertise in a dynamic and challenging environment.

Key Responsibilities

• Conduct comprehensive internal audits of Market Risk, ALM, and liquidity risk frameworks.
• Review and analyze key risk metrics such as LCR (Liquidity Coverage Ratio), NSFR (Net Stable Funding Ratio), SLS (Statutory Liquidity Ratio), VaR (Value at Risk), PV01 (Present Value of a Basis Point), and Duration.
• Assess the bank's compliance with RBI (Reserve Bank of India) guidelines, Basel III norms, and ICAAP (Internal Capital Adequacy Assessment Process).
• Evaluate various risk models, stress testing methodologies, risk limits, and overall governance processes.
• Prepare detailed audit reports and ensure the timely and effective closure of all audit observations.

Requirements

• Minimum of 4 years of professional experience in Market Risk Audit, Liquidity Risk, or a related field within the banking sector.
• Demonstrated expertise in market risk management, ALM, and regulatory compliance.
• Strong understanding of key risk metrics including LCR, NSFR, VaR, and Duration.
• In-depth knowledge of RBI guidelines, Basel III framework, and ICAAP.
• Excellent analytical, communication, and report writing skills.
• Ability to work independently and collaboratively within a team.

What We Offer

• Opportunity to work with a leading bank in a critical internal audit function.
• Exposure to advanced market risk management practices and regulatory frameworks.
• A challenging and rewarding career path in financial auditing.
• Collaborative work environment focused on professional growth.