Base: $75,900.00 - $141,900.00; bonus/equity: not ...
Credit risk model validation
Model risk management practices
Python and sas proficiency
This role is part of the second-line governance and control function, with a primary focus on validating credit risk models such as AIRB Capital models, adjudication, and account management models
Job Summary
This role is part of the second-line governance and control function, with a primary focus on validating credit risk models such as AIRB Capital models, adjudication, and account management models.
The position is primarily an individual contributor role, with opportunities for leadership.
BMO also offers health insurance, tuition reimbursement, accident and life insurance, and retirement savings plans.
Matching Summary
This role is part of the second-line governance and control function, with a primary focus on validating credit risk models such as AIRB Capital models, adjudication, and account management models.
Salary
Base: $75,900.00 - $141,900.00; Bonus/Equity: Not specified; Benefits: health insurance, tuition reimbursement, accident and life insurance, retirement savings plans
Skills & Requirements
Must-have
Credit risk model validation
Model risk management practices
Python and SAS proficiency
Quantitative background
Effective challenge to developers
Nice-to-have
Collaborative environment
Advancing model risk governance
Inspirational goals
Diversity and inclusion
Key Requirements
3-5 years model validation or development
MSc or PhD in statistics, mathematics, data science, actuarial sciences, engineering