Senior Specialist, Capital Markets Model Validation

BMO

Toronto, Canada
$75,900.00 - $141,900.00; not specified; health in...
Capital markets model validation
Quantitative risk analysis
Model development
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.
  • Independently manage the complete validation project lifecycle for a suite of valuation models for various asset classes.
  • 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

$75,900.00 - $141,900.00; Not specified; Health insurance, tuition reimbursement, accident and life insurance, retirement savings plans

Skills & Requirements

Must-have

  • Capital Markets model validation
  • quantitative risk analysis
  • model development
  • model risk management practices
  • regulatory requirements
  • risk policy frameworks

Nice-to-have

  • trusted advisor to business
  • research and development leadership
  • build effective relationships
  • data driven decision making

Key Requirements

  • 5+ years of experience
  • Master or PhD in a quantitative field
  • In-depth knowledge of model validation
  • In-depth knowledge of regulatory requirements
  • In-depth knowledge of risk policy frameworks

Work Rights

Not specified

Tailored Resume

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