Diversity is a core value at EY. We are passionate about building and sustaining an inclusive and equitable working environment for all of our people. We believe every member in our team enriches our diversity by exposing us to a broad range of ways to understand and engage with the world, identify challenges, and to discover, design and deliver solutions.
Your key responsibilities
Develop, implement, validate and maintain models for balance sheet management ( IRRBB and liquidity risk management) for different segments of banks portfoliosDevelop policies, procedures and compile reports such as technical documentation and user requirementsMonitor, back test and report performance of quantitative modelsWork closely with relevant stakeholders to ensure adherence to the governance framework for model deployment and ensure timely closureWork as a team to develop new approaches and ideas to fit client needs, by u...