Member/Sr. Team Member Market Risk & Treasury Audit

Role Overview: You will be responsible for conducting internal audits for Market Risk & Treasury in a banking environment. This individual contributor role based in Mumbai involves evaluating risks, ensuring regulatory compliance, and monitoring procedural adherence within the Bank's Treasury dealing room, market risk, and operations. Key Responsibilities: - Conduct internal audits related to Domestic Rupee Money market, Forex, and Derivates - Review existing systems, processes, and controls for efficiency - Handle market risk audits including SLS, IRS, LCR, NSFR, IDL, NOOP, NDTL, MCLR, ICAAP, and Capital adequacy - Perform spot audits of dealing room in line with ICG guidelines - Review treasury and vendor expenses, GL accounts, and policies such as Investment Policy and Market Risk Management Policy - Evaluate submissions to Board and Management Level Committees - Conduct testing as part of RBS Tranche III - Demonstrate knowledge of regulatory guidelines on Treasury, Market Risk, ALM, and Capital adequacy - Review audit checklists comprehensively - Identify control lapses, revenue leakages, and propose process enhancements - Prepare audit reports in collaboration with Team Leader and stakeholders - Monitor open/pending audit issues and ensure closure - Supervise concurrent audits and maintain quality control - Ensure timely completion of audits across centralised dealing room, integrated treasury, and market risk Qualification Required: - CA / MBA / Postgraduate in Finance or related field - 4 to 8 years of relevant experience in market risk and treasury audits in banks Key Skills: - Strong understanding of regulatory guidelines (RBI, FIMMDA, FEDAI) - Proficient in communication and report drafting - Excellent analytical and problem-solving skills - Proficiency in MS Word and Excel - Efficient planning, execution, and documentation abilities - Strong organizational skills with a deadline-oriented approach,