Senior Specialist, Model Validation - Commodity And Foreign Exchange

BMO Financial Group

Toronto, Ontario, Canada
Base: $75,900.00 - $141,900.00; bonus/equity: not ...
Commodity and foreign exchange valuation models
Model validation project lifecycle management
Assess model risk and controls
Performs validation of models and assesses model risk to confirm model appropriateness and capability for a designated portfolio

Job Summary

  • Performs validation of models and assesses model risk to confirm model appropriateness and capability for a designated portfolio.
  • Independently manage the complete validation project lifecycle for a suite of valuation models for various asset classes.
  • BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

Matching Summary

Performs validation of models and assesses model risk to confirm model appropriateness and capability for a designated portfolio.

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 validation project lifecycle management
  • Assess model risk and controls
  • Communicate model decisions to business
  • Research and development for new models

Nice-to-have

  • Trusted advisor to business groups
  • Build effective stakeholder relationships
  • Inclusive, equitable and accessible workplace

Key Requirements

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

Work Rights

Not specified

Tailored Resume

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