Back
Tier-1 PwC brand and Mumbai location increase competition, but niche treasury model-validation reduces applicant density.
Specialized treasury and liquidity model-validation skills limit cross-industry transferability.
Explicit 3+ years and mandatory treasury model-validation experience create strict screening.
Login to See Your Match Score
Create a free account or log in to unlock your CV match score across:
Independently validate Treasury and Liquidity Risk Models including LCR, NSFR, funding, and interest rate risk models.
Develop and execute testing, benchmarking, sensitivity analysis, backtesting, and stress testing of models under various market conditions.
Produce detailed validation reports, ensure compliance with governance and regulatory standards, and collaborate with risk teams and audits.
Master’s degree in a quantitative discipline (Financial Engineering, Mathematics, Statistics, Economics, or related).
3+ years of experience in model validation or model development within Treasury, Liquidity Risk, or Market Risk.
Proficiency in programming languages for model validation such as Python, R, or MATLAB; advanced Excel skills including VBA.
Knowledge of regulatory requirements for Treasury and Liquidity Risk (e.g., Basel III, IRRBB, PRA).
Experienced in financial institution model development or validation, preferably in multinational investment banks.
Ability to critically assess and improve complex financial models with strong quantitative and analytical skills.
Capable of clear communication of complex technical findings and detailed documentation skills for both technical and non-technical stakeholders.