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 (India)
🏢 EY
📍 India
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