Description
My client is increasing their resources in the Model Validation team, with 2 urgent requisitions;- Provide independent stress test model validation services and support covering relevant businesses and functional areas
- Perform advanced quantitative assessments of all aspects of stress test models including conceptual soundness and evaluation of model design, implementation, data integrity and reliability
- Work with the Stress Testing teams from HQ and all relevant businesses and functional areas to uncover and highlight model risk associated with stress test models
- Lead the review and maintenance of relevant model and model validation documentation including model development documents, implementation documents and supporting material, model testing and related research documents, and documents related to external model reviews and regulatory examinations
- Keep pace with the latest developments in academia, regulatory environment, risk technology (vendor and in-house) and financial services industry in order to provide expert guidance to the businesses
- Oversee the maintenance and enhancement of tools and techniques used to support model testing and validation
- Support regulatory examinations and internal audits of the stress test modeling process and component models.
If you have the experience above and are interested in applying then please send your resume to Ciara O'Kane at Huxley.
To find out more about Huxley Associates please visit www.huxley.com