Opportunity Description
Overview
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Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.
Responsibilities
- Assist Senior Manager to execute independent validations of quantitative models (e.g., asset and liability management, liquidity risk, interest rate risk in the banking book, funds transfer pricing components, non-maturity deposits, and stress testing models) in accordance with internal policy and regulatory expectations.
- Perform in-depth technical reviews of model methodology, assumptions, data inputs, limitations, governance, and outcomes; design and execute quantitative tests such as replication, sensitivity analysis, benchmarking, and back-testing/performance monitoring (as applicable).
- Contribute to the ongoing enhancement of validation templates, testing approaches, and documentation standards by sharing lessons learned a...