I have 30 years of banking experience. Which exams should I consider if I am interested in pursuing a career in bank auditing?

You have to clear certified public accountant exam or chartered accountant of India exam or certified internal auditor exam or certified bank auditor exam. Among these at least you have to clear one exam to do audit in bank. 

If you are planning to do audit of foreign bank you have to pass ACCA exam.

To audit banks, you need to be a Chartered Accountant (CA) and empaneled with the Reserve Bank of India (RBI). If you're not a CA, consider certifications like Certified Bank Auditor (CBA) by the Indian Institute of Banking and Finance (IIBF) or Diploma in Information Systems Audit (DISA) by ICAI. '