Join us as a Model Risk AVP where you will be responsible for the validations of Finance Stress Testing models used... Stress Testing, Value and Earnings metrics for IRRBB and liquidity risk models). Your role will combine qualitative...
. As skills and capacity allow, the AVP may also gain exposure to broader Enterprise Market Risk modelling, including trading‑book.... - Contribute to enhancements in risk‑factor modelling, scenario design, sensitivities, and stress testing. - Work with Global...
with traders and sales, delivering pricing models, risk analytics and strategic quantitative solutions. The Role... derivatives. Key responsibilities include: Development and enhancement of equity derivatives pricing and risk models...