Job Description
Job Requirements
About the Role
The Senior Model Risk Analyst in the Market Risk function under the Risk business unit is responsible for assessing and validating quantitative models used across Treasury, Wholesale, and Retail functions. These models, which support internal decision-making and product disbursement, are governed by the bank's Model Risk Management framework. The role involves evaluating model performance, quantifying model risk, and ensuring alignment with industry best practices. The incumbent will also contribute to enhancing the model risk governance framework and communicating risk insights to senior management.
Key Responsibilities
Primary Responsibilities
About the Role
The Senior Model Risk Analyst in the Market Risk function under the Risk business unit is responsible for assessing and validating quantitative models used across Treasury, Wholesale, and Retail functions. These models, which support internal decision-making and product disbursement, are governed by the bank's Model Risk Management framework. The role involves evaluating model performance, quantifying model risk, and ensuring alignment with industry best practices. The incumbent will also contribute to enhancing the model risk governance framework and communicating risk insights to senior management.
Key Responsibilities
Primary Responsibilities
- Conduct model validation using techniques such as econometrics, financial engineering, advanced statistics, machine learning, and data analysis.
- Evaluate and validate m...
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