Validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews
Job Summary
Validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews.
Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.
The Traded Risk Models Independent Validation Unit (IVU) is responsible for the independent quantitative review and validation of traded market risk and counterparty credit risk models.
Matching Summary
Validate and approve models for specific usages both at inception and on a periodic basis, and of model changes, as well as conducting annual reviews.