About the role
FinEx AI summary
The role involves developing, validating and maintaining balance sheet management models for IRRBB and liquidity risk. It includes writing policies and technical documentation, monitoring and back-testing quantitative models, and ensuring governance compliance. Candidates need 3-5 years' risk/quant analytics experience and skills in SAS, Python, R or SQL.
Core skills
IRRBBLiquidity risk managementQuantitative model development and validationStatistical analysisSASPython