Treasury Model Validation Specialist
4 weeks ago
Key Responsibilities
- Validate Treasury models, including assumptions, methodology, and data quality, to ensure compliance with internal policies and regulatory requirements.
- Collaborate with model owners and business experts to develop independent views on model methodology and challenge assumptions.
- Prepare validation documents and manage model databases to maintain accurate and up-to-date information.
- Develop a deep understanding of liquidity & funding management, Basel III, ILAAP, and related regulations to provide expert validation services.
- Apply basic programming skills (e.g., Python) to automate tasks and improve efficiency in model validation.
Role Requirements
- Bachelor's / Master's in a quantitative field (Math, Statistics, Engineering, Economics) to provide a strong foundation in mathematical and analytical skills.
- 1-4 years of experience in liquidity risk, model validation, or treasury models to demonstrate expertise and knowledge in the field.
- Strong understanding of Treasury instruments and behavioural modelling to provide expert validation services.
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