Model Validation Associate - Treasury Risk

Our client is one of the leading Financial Institution keen to hire a talented Model Validation Associate for our Treasury Risk Model Validation team in Mumbai. You will be working closely with stakeholders to assess model risks, document validation results, and suggest remediation actions.

Some of the key responsibilities will include:

- Validate Treasury models, including assumptions, methodology, and data quality.

- Collaborate with model owners and business experts.

- Ensure compliance with internal policies and regulatory requirements (Basel III, LCR, NSFR).

- Develop independent views on model methodology and challenge assumptions.

- Prepare validation documents and manage model databases.

To be eligible for this role you will require:

- Bachelor's / Master's in a quantitative field (Math, Statistics, Engineering, Economics).

- 1-4 years of experience in liquidity risk, model validation, or treasury models.

- Understanding of liquidity & funding management, Basel III, ILAAP, and related regulations.

- Knowledge of Treasury instruments and behavioural modelling.

- Basic programming skills (e.g., Python).