Senior Specialist, Capital Markets Model Validation

BMO Financial Group

Toronto, Ontario, Canada
Base: $75,900.00 - $141,900.00; bonus/equity: may ...
Capital markets model validation experience
Quantitative risk management expertise
Model risk assessment and challenge skills
The role involves independently managing the complete validation project lifecycle for a suite of valuation models across various asset classes including equities, FX, and commodities

Job Summary

  • The role involves independently managing the complete validation project lifecycle for a suite of valuation models across various asset classes including equities, FX, and commodities.
  • Candidates will act as a trusted advisor to the business group, providing effective challenge during model development and communicating decisions regarding model use to ensure transparency.
  • BMO offers a comprehensive benefits package including health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans alongside performance-based incentives.

Matching Summary

The role involves independently managing the complete validation project lifecycle for a suite of valuation models across various asset classes including equities, FX, and commodities.

Salary

Base: $75,900.00 - $141,900.00; Bonus/Equity: May include commission structure and discretionary bonuses; Benefits: Health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • Capital Markets model validation experience
  • Quantitative risk management expertise
  • Model risk assessment and challenge skills
  • Regulatory requirements knowledge
  • Valuation model testing capabilities

Nice-to-have

  • Trusted advisor relationship building
  • Cross-functional stakeholder collaboration
  • In-depth communication skills
  • Data-driven decision making approach
  • Research and development leadership

Key Requirements

  • 5+ years in Capital Markets model validation or quantitative risk
  • Master or PhD in Finance, Mathematics, Physics, or Engineering
  • Deep knowledge of regulatory requirements and risk policy frameworks

Work Rights

Not specified

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