Model Validation Director - Market & Interest Rate Country: United States of America The Director, Risk Modeling... in Interest/Liquidity rate risk, Credit risk and/or Market Risk. Demonstrated strong skills using Python, SAS, R and MATLAB...
Bank’s MRM Program. Must have a foundational understanding of model risk, credit risk, market risk, interest rate risk.... Should possess a conceptual understanding of various model techniques used in banking such as those involving interest rate risk...
liability alignment, interest rate and liquidity risk. Responsibilities: Responsible for reviewing and challenging... in periodic SOX, Model Validation and Audit reviews Qualifications and Competencies Requirements: 10+ years of banking...
liability alignment, interest rate and liquidity risk. Responsibilities: Responsible for reviewing and challenging... in periodic SOX, Model Validation and Audit reviews Qualifications and Competencies Requirements: 10+ years of banking...
in accordance with the IA escalation model. Execute on US RBC audits for Interest Rate Risk and Liquidity and other support... of the US rules and regulations on Liquidity Risk Management and Interest Rate Risk in the Banking Book (IRRBB) Corporate...