Liquidity Risk, Model Validation

Job Description:
Senior Analyst for Model Validation to ensure validation of regulatory models related to liquidity stress testing. Candidates with good knowledge of liquidity risk

or prior experience in liquidity risk preferred.

Major Duties:
Responsible for performing a variety of moderately complex analytical duties or executes advanced data analytics for risk models used by the Corporation
Ability to comprehend regulatory requirements and assess the appropriateness of the assumptions used in arriving at the capital calculations
Provides advanced data analytical or risk measurement support to help meet both internal corporate and regulatory requirements
Supports development of comprehensive documentation and testing of risk management framework
Carries out moderately complex activities with significant financial, client, and/or internal business impact

Knowledge:
Excellent oral and written communication skills are required when interacting with committees and/or management
Knowledge of risk measurement required and specific knowledge of liquidity risk preferred
Analytical and problem-solving skills are preferred
Technical skills / systems - Medium Level Knowledge on Python, SAS, Matlab, Advanced Excel, VBA) is preferred

Experience:
A College or University degree (from tier 1 or Tier 2) and/or relevant proven work experience is required;
Advanced degree in related field (math, statistics, and economics) or equivalent career experience preferred.
A relevant work experience of 2 to 4 years is required.