Auditor – Business Audit (Credit Model Audit)

About the role

We are seeking an experienced Auditor to lead business audit missions focused on credit and risk models within a banking environment. The role covers the full audit lifecycle—from planning and testing to reporting and follow‑up—under the guidance of senior audit leadership.

Key responsibilities

• Contribute to the audit life‑cycle, ensuring quality and timeline compliance.
• Execute audit work on Basel capital‑requirement models, IRBA processes, consumer‑credit granting models, IFRS 9 valuation models, derivatives valuation, liquidity, IRBB, ALM and actuarial models.
• Interact with business lines and control functions to understand model development, validation, governance and usage.
• Evaluate model documentation and validation reports, and document audit findings.
• Conduct internal control reviews, assess remediation of regulator and audit‑identified issues, and evaluate inherent, control and residual risks.
• Maintain clear work papers and audit trails in the audit workflow tool.
• Provide recommendations to improve processes, follow‑up on actions and escalate when necessary.
• Develop stakeholder‑management skills and stay updated on banking regulations, risk management and operational topics.

Required profile

• CA/MBA in Finance with 6‑9 years of experience in financial risk management (FRM) or CFA.
• Master’s or Ph.D. in a quantitative discipline such as mathematics, statistics, operations research, physics or economics.
• Proven ability to execute audits in accordance with professional standards.
• Experience preparing audit work programs, testing internal controls and writing formal audit reports.
• Strong analytical mindset and ability to work independently on complex model audits.

Required skills

• Basel modeling
• IRBA processes
• IFRS 9 valuation
• Risk‑management modeling
• Data analytics