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Model Validation Associate Treasury
The Edge PartnershipMumbai, India30+ days ago
Job descriptionBachelor’s / Master’s in a quantitative field (Math, Statistics, Engineering, Economics). 1-4 years of experience in liquidity risk, model validation, or treasury models. Understanding of liquidity & funding management, Basel III, ILAAP, and related regulations. Knowledge of Treasury instruments and behavioural modelling. Basic programming skills (e.g., Python).
Key responsibilities
- Validate Treasury models, including assumptions, methodology, and data quality.
- Collaborate with model owners and business experts.
- Ensure compliance with internal policies and regulatory requirements (Basel III, LCR, NSFR).
- Develop independent views on model methodology and challenge assumptions.
- Prepare validation documents and manage model databases.
Role requirements