Model validation specialist- Prestigious and structured financial company

Michael Page Key accountabilities: - Independently validate risk models designed by LOD1used to measure market (mainly), credit risk and liquidity risk - Timely analyse significant changes to a model through a standardize approach and issue recommendations/ suggest alternatives - Programming replica algorithms of production Models - Development and analysis of sensitivity tests, VaR backtesting, stress testing, reverse test testing - Input data validation, implement process improvements to stre…