Director Market Risk Model Validation recruitment

Responsibilities: • Plan and execute projects to assess soundness of the implementation, modeling approaches and business assumptions of key models used by the Treasury and Balance Sheet Management groups. • Develop a thorough understanding of the relevance of the data utilized, the models’ conceptual framework, and how the models’ output is in ultimately used in making business decisions • Independently research, identify and prototype industry best modeling practices. • Contribute to the development and maintenance of enterprise-wide policies and procedures for validating Read more […]

May 30, 2012 • Tags: , • Posted in: Financial • Comments Off on Director Market Risk Model Validation recruitment