# Credit & Market Risk Audit within Birbank (Manager)

> PASHA Holding · Baku, Azerbaijan · Full-time · Posted 2025-10-27

**Workplace:** on_site

**Department:** Group Audit

## Description

-   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.

## Apply

[Apply at PASHA Holding](https://apply.workable.com/pasha-holding/j/683A7D9E4F/apply)

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