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In this role you, will:
Assist Senior Manager to execute independent validations of quantitative models (e.g., asset and liability management, liquidity risk, interest rate risk in the banking book, funds transfer pricing components, non-maturity deposits, and stress testing models) in accordance with internal policy and regulatory expectations.Perform in-depth technical reviews of model methodology, assumptions, data inputs, limitations, governance, and outcomes; design and execute quantitative tests such as replication, sensitivity analysis, benchmarking, and back-testing/performance monitoring (as applicable).Contribute to the ongoing enhancement of validation templates, testing approaches, and documentation standards by sharing lessons learned and proposing practical improvements.Ensure validation activities and evidence are completed in accordance with internal policies/standards and relevant regulatory ...