AVP Model Validation - Liquidity/Market Risk
AVP Model Validation - Liquidity/Market Risk
* Engage in the validation and approval sign off of the firm's models across Liquidity Risk, Market Risk, and Counterparty Risk models.
* Challenge model assumptions, implementations, and mathematical formulations.
* Review and oversee the monitoring of the performance of models including outcomes, verification, and benchmarking.
* Understand and communicate the risks of model limitations to senior management.
Requirements:
* Education: PhD/Masters in a finance/mathematical/quantitative field
* Prior Experience: 3-5 years in model validation of liquidity/market/counterparty risk models.
* Knowledge: Strong understanding and experience working with ILST/VaR models
* Technical: Python
Seniority level
* Seniority level
Mid-Senior level
Employment type
* Employment type
Full-time
Job function
* Job function
Other
* Industries
Investment Banking and Banking
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