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Credit Risk- Model Validation
Responsible for the review and validation of the Banks market risk models (VaR/IRC/SIMM/FRTB) Analysis and development of the banks internal models, as well as ensuring they comply with the regulation guidelines. Perform an in-depth quantitative analysis and the independent testing of the bank's market risk models. Communicating findings to senior business management and stakeholders. Document model validation on modelling issues. Key requirements of the role include: A PhD or Masters in Mathematics, Physics, Statistics, Engineering or an equivalent Experience working in a Model Validation. Minimum 5 years' experience working in a financial, buildin


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