Auditor - Business Audit (Credit Model Audit) - Audit / Control / Quality - Chennai, India

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

• 4–6 yrs of experience
• Audit
• Credit risk
• Statistics
• Physics
• Internal audit
• Risk management
• PhD

Good to have

• Valuation
• IFRS
• Investment banking
• Capital markets
• Internal controls
• Actuarial