AVP - Model Validation - Liquidity Risk/Treasury Models/Wholesale Risk Models - Investment Bank

AVP - Model Validation - Liquidity Risk/Treasury Models/Wholesale Risk Models

We are hiring for a leading Investment Bank

Experience : 4-8 years in Model risk Management/Model Validation - Liquidity Risk and Funding, other Treasury models, Operational Risk, Stress Test

Education: B.Tech/Masters/MBA in Economics, Mathematics, Statistics, Finance, Computer science from Tier 1/Tier 2 colleges.

Role & Responsibilities:

- Provide independent review (IR) and challenge of all quantitative and qualitative processes categorized as models (Liquidity Risk and Funding, other Treasury models, Operational Risk, Stress Test etc.)

- Provide input to/support the governance and reporting processes related to model risk management.

- Work on independent review of models across different spectrum of retail and wholesale portfolios

- Liquidity Risk and Funding models. These models are used for liquidity buffer management, focused on measuring liquidity required and available funding in regulatory-prescribed or internal scenarios.

- Operational Risk models: Models leveraged for projection of Operational Risk losses.

- Stress Test Models -Internal Stress Test, Prudential Regulation Authority (PRA)

- Support the development and review conformance with appropriate policies