Senior Specialist, Model Validation - Commodity And Foreign Exchange

bmo

100 King Street West, Toronto, Canada
Base: $75,900.00 - $141,900.00; bonus/equity: not ...
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Commodity and foreign exchange valuation models
Model risk management practices
Capital markets model validation
** BMO is seeking a Senior Specialist in Model Validation to assess and validate models related to commodities and foreign exchange, ensuring transparency and effective risk management. The ideal candidate should possess extensive experience in capital markets and a strong quantitative background, with an emphasis on model validation practices. **

Job Summary

  • Performs validation of models and assesses model risk to confirm model appropriateness and capability for a designated portfolio.
  • Leads the research and development for validation of new types of models.
  • BMO offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

Matching Summary

Match Score: 75

** BMO is seeking a Senior Specialist in Model Validation to assess and validate models related to commodities and foreign exchange, ensuring transparency and effective risk management. The ideal candidate should possess extensive experience in capital markets and a strong quantitative background, with an emphasis on model validation practices. **

Salary

Base: $75,900.00 - $141,900.00; Bonus/Equity: Not specified; Benefits: health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • Commodity and Foreign Exchange valuation models
  • model risk management practices
  • Capital Markets model validation
  • quantitative risk or model development
  • model vetting framework implementation
  • research and development for new models

Nice-to-have

  • trusted advisor to business
  • build effective relationships
  • drive positive change
  • inclusive, equitable and accessible workplace

Key Requirements

  • 5+ years experience
  • Master or PhD in quantitative field
  • In-depth knowledge of regulatory requirements
  • In-depth knowledge of risk policy frameworks

Work Rights

Not specified

Tailored Resume

Cover Letter