Job Description
Position Overview
This is a senior individual contributor position in the Model Risk team. The role involves conducting independent reviews of IRRBB, market & liquidity risk and stress testing models, providing challenges to models, developing playbooks, contributing to model risk management processes, reporting model risk status, and ensuring the team maintains a high level of technical excellence.
Responsibilities
- Conduct independent reviews of IRRBB, market & liquidity risk and stress testing models, identifying and validating model's uses, hypothesis, data, methodologies and compliance with regulatory requirements.
- Provide effective challenges to models and modelling processes, identify risks and enhancement opportunities, and engage with other analysts to strengthen our decision making tools and capabilities.
- Develop playbooks and toolkits (Python, SQL, Scala, etc.) to optimize models reviews, ongoing monitoring, and asse...