IRRBB Quant
Ernst Young · Pune · hybrid · Posted 49d ago
Undisclosed5–10 yrsfulltimeSourced from
About a minute. You'll make an account on the way through.
About this role
Roles and Responsibilities
- Develop and maintain liquidity risk models, including EVE (Expected Value at Exposure) and NII (Net Interest Income) models.
- Validate existing models by analyzing historical data and identifying areas for improvement.
- Collaborate with stakeholders to develop new models or modify existing ones as needed.
- Provide regular reporting on model performance and results to senior management.
- Ensure compliance with regulatory requirements related to interest rate risk, market risk, and other relevant factors.
Sourced from naukri
Skills
Market RiskLiquidity RiskModel ValidationInterest Rate RiskIRRBBEVENIIModel Development
About Ernst & Young
Ernst Young
Management Consulting
44k+
employees
2002
24 years old
Gurgaon / Gurugram, Haryana
India
₹15.3L PA avg
Avg at Ernst & Young
About
At EY, our purpose is Building a better working world. The insights and quality services we provide help build trust and confidence in the capital markets and in economies the world over.
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Management Consulting
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