Credit & Market Risk Audit within Birbank (Manager)
- Lead and conduct internal audit engagements related to credit risk management across the bank, ensuring compliance with regulatory frameworks and internal policies;
- Assess the effectiveness of credit and market risk models implementations, including provisioning, scoring models, capital adequacy, stress testing and etc;
- Evaluate credit and market risk reporting, measurement methodologies, and stress testing frameworks;
- Conduct independent reviews of credit and market risk governance, portfolio management, and risk appetite frameworks;
- Ensure adherence to IFRS 9 and regulatory requirements related to credit and market risk;
- Review and assess underwriting practices, ensuring adherence to credit policies and regulatory guidelines;
- Analyze loan origination, approval processes, and risk-based pricing methodologies to identify areas for improvement;
- Perform data analysis and extraction using SQL and Python to support audit findings and risk assessments;
- Identify gaps and weaknesses in credit and market risk processes, providing actionable recommendations to senior management;
- Work closely with risk management, finance, and compliance teams to enhance internal control mechanisms;
- Prepare comprehensive audit reports and present findings to senior stakeholders;
- Lead, mentor, and develop junior auditors within the team, fostering a high-performance culture.
Requirements
- Bachelor's or Master’s degree in Finance, Economics, Mathematics, Statistics, or a related field.
- Over 3 years of experience in internal audit, risk management, or regulatory compliance, with a focus on credit risk;
- Strong knowledge of Basel regulations, IFRS 9, capital adequacy frameworks, stress testing, and risk governance.
- Proficiency in SQL for data extraction and analysis; Python skills for data-driven assessments are an advantage.
- Excellent communication and report-writing skills, with the ability to present complex audit findings clearly.
- Professional certifications such as CFA, FRM, ACCA, or equivalent are a plus.