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The successful candidate will be responsible for validation bank-wide Market Risk, Liquidity Risk, and ALM models, as well as performing model risk analysis and reporting to the Risk Committee. Models covered will include, but not be limited to:
Numerical education, with preference for strong statistical modelling knowledge (regression, stochastic calculus etc)
Experience in model development or model validation of market risk/liquidity risk/ALM models
Good Excel programming experience
For more information please apply directly to this advert or email me with your CV directly to firstname.lastname@example.org