and maintain Treasury models supporting liquidity risk, interest rate risk in the banking book (IRRBB), funds transfer pricing (FTP... quantitative techniques. Perform detailed back-testing, sensitivity analysis and ongoing performance monitoring to ensure model...
and a client centric orientation. Are you someone who can do the following: Devise pricing and risk management solutions... i.e., product pricing, curve stripping, scenario analysis etc. Engage in process design, analysis, testing and troubleshooting...