AVP/VP - CCAR Model Validation - Investment Bank

AVP/VP - CCAR Model Validation

We have an Urgent requirement with a leading Investment Bank

Designation : AVP & VP

We Offer :

The successful candidate will :

- Participate in independent validation reviews across a wide range of Scenario, Stress Testing and CCAR models used throughout the bank, meeting business needs and regulatory expectations, with responsibility for investigating key aspects of each model under review: choice of modelling approach, the underlying assumptions and associated limitations, performance and optimal use of the model, etc.

- Review, verify and validate risk models for theoretical soundness, testing design and identification of model weaknesses, ensuring ongoing monitoring, as well as contribute in the firm-wide model risk and control assessment.

- Be expected to demonstrate independence in planning and stakeholder engagement, testing design and execution, results interpretation and presentation, and the production of documentation strong enough to evidence a sound challenge to both internal and external parties.

- Create model risk reports, including authoring and presentation of validation reports for the attention of senior management, supervisory authorities, and model stakeholders.

Please apply in your CV along with following details :

Years of experience :

Current CTC :

Expected CTC :

Reason for Change :