Design analytics and modelling solutions to complex business problems
Development of high performing, comprehensively documented analytics and modelling solutions, demonstrating their efficacy to business users and independent validation teams.
Implementation of analytics and models in accurate, stable, well-tested software and work with technology to operationalise them.
Demonstrate conformance to all Enterprise Risk Management Policies, particularly Model Risk Policy
Desired Profile
Knowledge of the following in Risk / Finance / Quant Modelling - Treasury Risk, Liquidity Modelling
Hands on coding experience (as a full-stack developer / agile developer etc
Hand on experience in Model Development and/or Model Validation /Model Implementation.
Experience in IRRBB, RRP, TWD, Hegde accounting, Liquidity Modelling, FX rate risk, ICAAP VAR model, Balance-sheet Modelling, Cash Flow Forecas...