Job Summary

We are seeking an experienced Market Risk & Integrated Treasury Auditor with 5+ years of relevant experience to conduct independent audits of Market Risk and Treasury functions. The role involves reviewing treasury transactions, market risk frameworks, regulatory compliance, controls, risk measurement, accounting, valuation, settlement, and reporting.

Key Responsibilities

- Conduct audits of Market Risk and Integrated Treasury functions.

- Review Stress Testing, VaR, Counterparty Risk, ALM, P&L;, Pricing, and Capital Charge Assessments.

- Audit treasury products including Forex, Interbank Deals, Derivatives, Merchant Deals, IRS, Money Market, SLR and Non-SLR transactions.

- Review Call Money, Notice Money, Repo, and other Money Market transactions.

- Verify treasury accounting, settlement, valuation, reporting, and regulatory returns.

- Review compliance with RBI guidelines, internal policies, and risk limits.

- Assess LCR, NSFR, SLR, CRR, CAR, and RBS requirements.

- Identify control gaps, risks,



and process weaknesses and recommend corrective actions.

- Prepare audit observations and reports for management.

Required Skills & Experience

- 5+ years of experience in Market Risk Audit, Treasury Audit, Internal Audit, Treasury Operations, or related banking functions.

- Strong knowledge of Market Risk and Treasury operations.

- Experience with Forex, Derivatives, Interbank, Merchant Deals, IRS, and Money Market products.

- Knowledge of VaR, Stress Testing, Counterparty Risk, ALM, P&L;, and Capital Charge Assessments.

- Strong understanding of RBI regulations, LCR, NSFR, SLR, CRR, CAR, and RBS requirements.

- Experience in treasury accounting, valuation, settlement, reporting, and regulatory compliance.

- Solid analytical and audit reporting skills.

Pay: ₹300,000.00 - ₹480,000.00 per year

Work Location: In person

📌 Treasury Auditor (Mumbai)
🏢 TRPW Strategic Partners
📍 Mumbai