Treasury Auditor

Treasury Auditor

About:

- 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.

- Internal audit Risk areas such as

- 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.

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

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

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