About the role
FinEx AI summary
Supports the ALM Analytics Lead to develop, maintain and automate the Group's asset valuation models, economic scenario generator models and stress testing tools. Supports SAA/TAA and portfolio optimization through asset return modelling and stochastic simulation, and advises on asset risk calibrations. Ensures model governance, data quality and controls, and acts as SME on asset risk…
Core skills
ALMasset valuation modellingeconomic scenario generator (ESG) modelsstress testingasset risk analyticsduration