The first thing you need to do is to accept and understand that fraud is a reality and not a risk, even in your organisation.
How you can do it on your own
If you really don't believe that there is fraud in your organisation, then we suggest you should run a "Think Like a Thief" workshop. Of course it is relevant to run this workshop even when you have that insight.
You can download a guide with a template to present your results for this workshop.