Job Description:
We are seeking a highly skilled professional to validate quantitative models used for interest rate risk management in the banking book. The ideal candidate will have experience with Git or other version control systems.
Key Responsibilities:
* Validate and test quantitative models to ensure accuracy and reliability
* Collaborate with cross-functional teams to implement model changes and enhancements
* Develop and maintain documentation of model validation processes and procedures
* Stay up-to-date with industry developments and best practices in interest rate risk management