E
EY
IRRBB Quant
Skills
Compliance
2 months ago
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Important information
Contract type:
Permanent
Location:
Bengaluru, Karnataka, India
Work mode:
Hybrid
Published on:
2 September 2026
What they need
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.
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