Do you have an analytical mind? Are you an expert on interest rate risk, do you understand Asset Liability Management and Stress Testing? Do you feel comfortable working with Model Validators, Auditors and multiple model stakeholders? We are looking for someone who can work collaboratively, who enjoys new challenges and who has the ability to manage multiple demands/projects. We are looking for someone like you to:
• liaise with Model Risk Model Control (MRMC) Validators to ensure that Treasury Risk Models are aligned with the Governance guidelines.
• update model documentation of ALM and Stress Testing Models (model changes, model performance and confirmation tests and validation/re-validation submissions, model assumptions, challenger models, etc.)
• support Model Owner with Audit and Internal Management Testing examinations, collate evidence, prepare control reports evidencing effective design and operating efficiencies
• support Model Owner, Model Lead and Model Sponsor with attestations, model status updates, issue remediation status updates, closure packages, senior management presentations and other ah-hoc reports
• interface with stakeholders and internal partners in Treasury, ALM, and business units to enhance the documentation of new various analytical modeling initiatives