Validation of Statistical / Financial models to assess their efficiency and accuracy
Validation of Statistical / Financ
ial models to assess their efficiency and accuracy.
Validation of end to end Model development process, methodology and results.
Development of a Model validation Framework.
Assessment and Input to various CBUAE circular from Model validation perspective.
Assistance in automation of management of key risk indicators.
Management of Interest Rate Risk and Liquidity Risk.
Validation of statistical and financial models developed for annual Stress Testing exercise. Validation of Credit Risk scorecards developed for credit decision on retail products.
Validation of Market Risk models as per CBUAE guidelines and industry best practices.
Validation of Operation Risk models as per CBUAE guidelines and industry best practices.
Assistance in development of Liquidity Risk and Interest rate risk models.
Educatuion : Bachelors in any field
Knowledge of statistical software of SAS and / or R or Python.
Knowledge of management of Interest rate risk and Liquidity Risk Possible exposure to Kamakura
Knowledge of Quantitative modelling and its validation