AddressThis role will be part of Group Risk IVU team Provide independent review (IR) and challenge of all quantitative and qualitative processes categorized as models (Liquidity Risk and Funding, other Treasury models, Operational Risk, Stress Test etc.) under the MRM framework to a high degree of depth, as required by and detailed in the Bank's policies and standards.
Work on independent review of models across different spectrum of retail and wholesale portfolios
i. Looking for experience in the Liquidity Risk and Funding models. These models are used for liquidity buffer management, focused on measuring liquidity required and available funding in regulatory-prescribed or internal scenarios.
ii. Experience in the Operational Risk models
iii. Experience in different Stress Test Models -Internal Stress Test, Prudential Regulation Authority (PRA) or Bank of England (BoE) Stress Test
