, IRRBB, CCAR, PRA).

· Maintain thorough records of validation processes, assumptions, and results for both internal and regulatory reviews.

Risk Management Collaboration:

· Work closely with the Treasury, Liquidity Risk, and Market Risk teams to understand the models' role in risk management and the broader strategic impact.

· Provide support during internal and external audits related to model governance and validation.

Continuous Improvement:

· Stay informed on the latest regulatory developments, market trends, and validation techniques in Treasury and Liquidity Risk Management.

· Assist in refining the model risk management framework to improve the effectiveness of model validation processes.

Education:

· A Master’s degree or higher in a quantitative discipline such as Financial Engineering, Mathematics, Statistics, Economics, or a related field.

· Certifications such as CFA, FRM,



or PRM are a plus.

Experience:

· 3+ years of experience in model validation or model development within Treasury, Liquidity Risk, or Market Risk.

· Robust understanding of Treasury and Liquidity Risk models, including LCR, NSFR, interest rate risk, and liquidity gap analysis.

· Experience with model development, validation, or governance frameworks in a financial institution, preferably within a multinational investment bank.

Technical Skills:

· Proficiency in programming languages used for model validation, such as Python, R, or MATLAB.

· Advanced knowledge of Excel, including VBA.

· Familiarity with regulatory requirements related to Treasury and Liquidity Risk (e.g., Basel

📌 IN-Senior Associate_ Treasury _FST (Mumbai)
🏢 PwC India
📍 Mumbai