Senior Analyst, Quantitative Model Validation (model Vetting)

Canadian Derivatives Clearing Corporation

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

Job Summary

  • The Model Validation Department provides independent, objective validation and an effective challenge of risk models and non-models for Post Trade subsidiaries.
  • The Senior Analyst will perform quantitative and qualitative validation of models and non-models to assess market, credit, liquidity, and financial risks.
  • TMX Group offers a culture of flexibility and balance, with a cloud-first and hybrid workstyle, supporting a life well lived.

Matching Summary

The Model Validation Department provides independent, objective validation and an effective challenge of risk models and non-models 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
  • Python and/or Matlab
  • analytical rigor
  • high-performance execution

Nice-to-have

  • collaboration with stakeholders
  • continuous improvement
  • regulatory requirements knowledge
  • SQL, VBA, Power BI, or Tableau

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