Risk Model Analyst - Liquidity Risk - Bank

Opening with a Private Bank- Risk Model Analyst -Liquidity Risk

- Supporting creation of models, maintenance and execution of risk model validation processes, and providing input into ongoing development and refinement of risk model monitoring, validation and reporting frameworks and methodologies.

- Oversight of ongoing risk model monitoring and reporting;

- Ongoing management and maintenance of the Risk Models Inventory

- Understanding of Liquidity standards prescribed under Basel III

- Ability to create new models basis the organizational requirement.

- Periodic review and enhancement in the risk models.

- Periodic back-testing of behavioural analysis undertaken.

- Putting up the results of the model validation to higher authorities/ Committees.

- Implementation of Interest Rate Risk in Banking Book models.