Associate

Independent Model Validation:

• Data quality and integrity
• Model methodologies and conceptual soundness rigorously challenge model design choices as required.
• Appropriateness of model assumptions and documented limitations rigorously challenge
• Technical implementation accuracy
• Model risk analyses, including sensitivity and stress testing results
  Ensure the model s performance aligns with its stated objectives.

Robust Challenge & Critical Review:

CrossFunctional Collaboration:

Governance & Documentation:

Validation Reporting:

Remediation Oversight:

Model Performance Monitoring (MPM):

Model Repository Maintenance:

• Degree in quantitative subject (Math, Engineering, Statistics, Economics with quantitative minor, or equivalent)
• Basic understanding of balance sheet items, ALM
• Basic understanding of Liquidity & Funding management
• Basic knowledge of relevant regulatory landscape (Basel III, ILAAP, LCR, NSFR)
• Good written communication in English
• Ability to communicate and influence effectively
• Strong critical thinking skills and demonstrated ability to produce clear, concise written reports

• Relevant work experience, preferably in liquidity risk model development or validation
• Sound knowledge of treasury business, credit risk and credit rating models
• Knowledge of Treasury instruments, pricing models, and embedded risks
• Experience with behavioural modelling
• Ability to organize & plan
• Highly organised in terms of documentation and follow through

• Basic exposure to a major programming language (e.g., Python, R) and coding
• Strong analytical and problemsolving skills
• Familiarity with statistical or quantitative software tools