Posted By
Posted in
Banking & Finance
Job Code
359148
- Ensuring the model's assumptions and limitations are understood and communicated to users
- Identify model risks and understand the aggregate uncertainty arising from the use of models.
- Define methodologies to accurately estimate risks not in models at the appropriate granularity
- Play a central role in the development of a - best in class- Economic Capital model
- Understand how the Economic Capital model is used in a leading financial institution
- Proactively seek solutions to improve material parts of the model; review and improve components; identify the relevant sources of risk and assess their capture
- Research alternative methodologies, and compare them; justify and test the chosen option
- Ensure that models are adequately documented for both internal and external (e.g. regulatory) purposes
- Collaborate with IT analysts and developers to implement changes to the model
- Assist in preparing presentations for senior management covering change impacts, methodology features and capital implications
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Posted By
Posted in
Banking & Finance
Job Code
359148
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