The focus is on Treasury Risk models, particularly Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB). […]
Model Development: data sourcing, design, parameter estimation, analysis, documentation. […]
Model Use (IRRBB and CSRBB): data sourcing, running models, quality assurance, stakeholder communication. […]
Postgraduate degree in a quantitative discipline with data analysis and statistical modeling skills. […]
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