Head of Quantitative Model Risk recruitment
You will need to plan and execute the independent testing and validation of the model implementation according to the bank’s standards and to produce the documentation required for approval by the relevant governance committees and external regulators. Key Roles Responsibilities* Conduct and oversee the review and validation of the bank’s IMM model as per policy. * Liaise with the model’s quantitative developers to ensure speedy review and validation of new model features. * Understand local and global regulatory requirements and be aware of market environment / practices that will impact the Read more […]
Head of Quantitative Model Risk recruitment
Selected candidates would be responsible for:Overseeing, planning and execution of the review, and validation of the clients model as per policy, including establishing and maintaining working relationships with internal and external stake holders and regulatorsUnderstanding local and global regulatory requirements and be aware of market environment / practices that will impact the model, including liaisioning with quantitative developers to ensure speedy review and validation of new model featuresIndependent testing of the model implementation according to the bank’s standards in addition Read more […]