I have also been a fraud examiner for over 20 years, and two things you need to know how to do:
1) Prove the lie,
2) Follow the money.
With respect to proving the lie, that takes good old-fashioned tenacity and learning the subject matter associated with the business you are dealing with. You need to develop a deep understanding of the business process you are looking at so that you will know when the interviewees you deal with are "blowing smoke up your kilt," so to speak.
With respect to following the money, you had better understand financial and accounting records. You need to know how these records show the flow of funds through a company and what is considered an anomaly. You also need to know how to follow money through the banking system. I would suggest a year of Accounting 101 at a college or university as well as learning about the Bank Secrecy Act and the forms required to be filed with the Government as a result of the Act.
There you have it. If you can do steps 1 & 2 well, you will be a good fraud investigator.