Auditor - Business Audit (Credit Model Audit) - Audit / Control / Quality - Chennai, India
ChennaiFull-time4–6 yrsPosted 2 months ago
Mid-level audit role at Societe Generale in Chennai. Needs 4–6 years and a PhD.
About the role
Shared services missions may involve onshore travel.2) The Auditor should be able to provide sufficienet interventions and autonomously missions focus on:- methodologies for calculating capital requirements for Basel models 2 through IRBA processes- the models for the granting of consumer credit used in retail banking.- the valuation models of accounting provisions in accordance with IFRS 9- the methodologies used for risk management,- models for the valuation of derivatives used in corporate…
What you'll do
- Identifies and evaluates the risks inherent in the use of models both from a methodological and a global governance point of the model (input quality
- Maintain effective working relationship with key stakeholders responsible for modeling processes and model risk managementRequired
What you need
- Audit
- Credit risk
- Statistics
- Physics
- Internal audit
- Risk management
Good to have
- Valuation
- IFRS
- Investment banking
- Capital markets
- Internal controls
- Actuarial