Senior Analyst, Quantitative Model Validation (model Vetting)

Canadian Derivatives Clearing Corporation

Toronto, Ontario, Canada
Base: 100,000 - 130,000 cadpyear; bonus/equity: no...
Hybrid
Master's degree in quantitative field
2+ years quantitative model development
Advanced python or matlab programming
The role involves independently validating the soundness of risk models for TMX Group subsidiaries to ensure regulatory compliance

Job Summary

  • The role involves independently validating the soundness of risk models for TMX Group subsidiaries to ensure regulatory compliance.
  • Candidates will build benchmarking models using financial, risk, pricing, and econometric techniques to replicate and challenge existing systems.
  • The position offers a hybrid work arrangement with opportunities to contribute to mission-critical global market systems.

Matching Summary

The role involves independently validating the soundness of risk models for TMX Group subsidiaries to ensure regulatory compliance.

Salary

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

Skills & Requirements

Must-have

  • Master's degree in quantitative field
  • 2+ years quantitative model development
  • Advanced Python or Matlab programming

Nice-to-have

  • SQL, VBA, Power BI, or Tableau knowledge
  • PFMI, OSFI, or EMIR regulatory experience
  • Technology and financial services background

Key Requirements

  • Master's degree in Finance, Statistics, Mathematics, Economics, or related field
  • Minimum 2 years of experience in quantitative model research and implementation
  • Authorization to work in Canada without sponsorship

Work Rights

Must be authorized to work in Canada

Tailored Resume

Cover Letter