Senior Specialist, Model Validation - Commodity And Foreign Exchange

BMO

Toronto, Canada
Base: $75,900.00 - $141,900.00; bonus/equity: not ...
Commodity and foreign exchange valuation models
Model risk management practices
Capital markets model validation
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.
  • Leads the research and development for validation of new types of models and independently manages the complete validation project lifecycle.
  • BMO 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 risk management practices
  • Capital Markets model validation
  • Quantitative risk or model development
  • Model vetting process and standards

Nice-to-have

  • Trusted advisor to business groups
  • Research and development for new models
  • Building effective stakeholder relationships
  • Boldly Grow the Good in business and life

Key Requirements

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

Work Rights

Not specified

Tailored Resume

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