IRRBB Quant (Pune)

IRRBB Quant (Pune)

10 Sep
|
EY
|
Pune

10 Sep

EY

Pune

Roles and Responsibilities

- Develop and maintain liquidity risk models, including EVE (Expected Value at Exposure) and NII (Net Interest Income) models.

- Validate existing models by analyzing historical data and identifying areas for improvement.

- Collaborate with stakeholders to develop recent models or modify existing ones as needed.

- Provide regular reporting on model performance and results to senior management.

- Ensure compliance with regulatory requirements related to interest rate risk, market risk, and other relevant factors.

📌 IRRBB Quant (Pune)
🏢 EY
📍 Pune

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