Model Risk Manager
A.I Projects - Large Language Models LLM
Please note,initially scheduled until the end of 2024 however this will extend for a further 6 or 12 months.
Purpose:Overseemodel risk in finance and treasury functions, ensuring the reliability of financial models.
Key Responsibilities:
- Managestress testingfor loss, revenue, capital, and liquidity.
- Engage inAI projectslike model validation andAI security testing.
- Conduct risk reviews across reserving, stress testing,ICAAP, and ILAAP.
- Collaborate with stakeholders to enhance professional growth.
Skills:
- Expertise infinancial modeling, CECL, IFRS 9.
- Deep knowledge offinancial risks (solvency, liquidity).
- Experience inregulatory submissions and disclosures.
Experience: 5+ years in financial institutions;advanceddegree in statistics,math, finance, or economics.