oriented individual for the position of Director, Quantitative Analytics within Corporate Treasury. The role involves leading... the quantitative model development initiatives to support key Treasury functions, including ALM/IRRBB, liquidity...
liquidity risk, IRRBB, Asset and liability modeling (ALM) and other models, and ensure regulatory compliance while providing..., validate, and enhance liquidity risk models (e.g. Cash Flow at Risk, Stress Testing, Assets Liability Management (ALM...