Senior Manager, Model Validation

Bmousbenefits

100 King Street West, Toronto, Canada
Base: $94,600.00 - $176,000.00; bonus/equity: not ...
Model validation
Model risk management
Regulatory requirements
Performs validation of models and assesses model risk to confirm model appropriateness and capability for a designated portfolio

Job Summary

  • Performs validation of models and assesses model risk to confirm model appropriateness and capability for a designated portfolio.
  • Fosters a culture aligned to BMO purpose, values and strategy and role models BMO values and behaviours in all that they do.
  • BMO offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.

Matching Summary

Performs validation of models and assesses model risk to confirm model appropriateness and capability for a designated portfolio.

Salary

Base: $94,600.00 - $176,000.00; Bonus/Equity: Not specified; Benefits: health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans

Skills & Requirements

Must-have

  • model validation
  • model risk management
  • regulatory requirements
  • risk policy frameworks
  • AML, fraud or marketing campaign model validation
  • Python, SAS, R, SQL, Access/VBA

Nice-to-have

  • fosters diversity and inclusion
  • strategic input into business decisions
  • network with industry contacts
  • data mining, machine learning
  • conflict-solving skills

Key Requirements

  • 7+ years of relevant experience
  • post-secondary degree in related field
  • 5+ years of experience in AML, fraud or marketing campaign model validation
  • Advanced degree (Masters, PhD) in a quantitative discipline

Work Rights

Not specified

Tailored Resume

Cover Letter