Senior Analyst, Quantitative Model Validation (model Vetting)

TMX Group

Toronto, Canada
Base: 100,000pyear - 130,000pyear cad; bonus/equit...
On-site
Quantitative model validation
Risk models and non-models
Python and/or matlab proficiency
The TMX Group Model Validation Department provides independent, objective validation and an effective challenge of risk models and non-models, primarily for Post Trade subsidiaries

Job Summary

  • The TMX Group Model Validation Department provides independent, objective validation and an effective challenge of risk models and non-models, primarily for Post Trade subsidiaries.
  • The Senior Analyst will perform quantitative and qualitative validation of models and non-models developed to assess and analyze market, credit, liquidity, and financial risks.
  • This role requires expertise in advanced modeling techniques and applications, ensuring compliance with regulatory requirements and internal policies.

Matching Summary

The TMX Group Model Validation Department provides independent, objective validation and an effective challenge of risk models and non-models, primarily for Post Trade subsidiaries.

Salary

Base: 100,000/year - 130,000/year CAD; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Quantitative model validation
  • Risk models and non-models
  • Python and/or Matlab proficiency
  • Advanced modeling techniques
  • Independent model validation

Nice-to-have

  • SQL, VBA, Power BI, or Tableau knowledge
  • Regulatory requirements knowledge
  • Financial services industry experience

Key Requirements

  • Master’s degree in quantitative fields
  • 2+ years of relevant experience
  • Authorized to work in Canada

Work Rights

Authorized to work in Canada

Tailored Resume

Cover Letter