Senior Quantitative Analyst, Model Validation

CIBC

Toronto, Canada
Hybrid
Model validation
Statistical data modeling
Sas, r, python
Conduct an independent validation of CIBC’s analytic models, approaches, methodologies, computations and techniques applicable to Bank-wide financial analytics

Job Summary

  • Conduct an independent validation of CIBC’s analytic models, approaches, methodologies, computations and techniques applicable to Bank-wide financial analytics.
  • Develop an independent benchmark, using suitable programming languages and tools, and then conduct various quantitative/qualitative tests to assess the accuracy, strength and weakness of the model.
  • CIBC offers a competitive salary, incentive pay, banking benefits, a benefits program, defined benefit pension plan, an employee share purchase plan, and a vacation offering.

Matching Summary

Conduct an independent validation of CIBC’s analytic models, approaches, methodologies, computations and techniques applicable to Bank-wide financial analytics.

Skills & Requirements

Must-have

  • Model Validation
  • Statistical Data Modeling
  • SAS, R, Python
  • Credit Risk Concepts
  • Model Risk Management Guidelines

Nice-to-have

  • Relationship-oriented bank
  • Collaborate well in a team
  • Passionate about growing knowledge
  • Embrace your strengths and ambitions

Key Requirements

  • Master’s or Ph.D. degree
  • Demonstrate experience in statistical modeling
  • Knowledge of relevant regulations and guidelines
  • In-depth hands-on experience in Statistical modelling tools
  • Legally eligible to work in Canada

Work Rights

Legally eligible to work

Tailored Resume

Cover Letter