Senior Analyst, Quantitative Model Validation (model Vetting)

Canadian Derivatives Clearing Corporation

Toronto, Canada
Base: 100,000pyear - 130,000pyear cad; bonus/equit...
On-site
Quantitative and qualitative validation
Risk models and non-models
Advanced modelling techniques
The TMX Group Model Validation Department provides independent, objective validation and an effective challenge of risk models and non-models

Job Summary

  • The TMX Group Model Validation Department provides independent, objective validation and an effective challenge of risk models and non-models.
  • The Senior Analyst will perform quantitative and qualitative validation of models and non-models developed to assess market, credit, liquidity, and financial risks.
  • The role involves participating in the development and update of the Models and Non-Model Risk Policy and methodology, and preparing validation reports for regulators and executive risk committees.

Matching Summary

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

Salary

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

Skills & Requirements

Must-have

  • quantitative and qualitative validation
  • risk models and non-models
  • advanced modelling techniques
  • Python and/or Matlab proficiency
  • in-depth written reports

Nice-to-have

  • SQL, VBA, Power BI, or Tableau knowledge
  • regulatory requirements knowledge
  • technology and financial services experience

Key Requirements

  • Master’s degree in quantitative fields
  • 2+ years of relevant experience
  • Must be authorized to work in the country

Work Rights

Not specified

Tailored Resume

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