• 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.