I currently work in corporate finance and while some of the context will be the same, I don't do audit work and don't do any sampling or any other audit related work. Is the Data Analytics still a relevant course for me?

Very much so in terms of the forecasting modelling and the anomaly detection. In fact the Data Analytics case study is set in the context of a private equity investment where the analyst has to analyse sales data to validate forecasts and identify risks (anomalies) in finance data sets, to make an investment recommendation.