Model Risk Validation Analyst – Credit & Pricing

Farm Credit Canada; Montreal; On-site; CAD 92,000 - 125,000; Full time

Job summary

A leading agricultural financial institution in Montreal seeks a Model Risk Management Analyst to validate and analyze credit risk, pricing, and economic models. The role involves ensuring models meet regulatory standards, managing governance activities, and engaging with stakeholders. Ideal candidates should have a bachelor's degree and at least four years of relevant experience, with strong analytical skills and proficiency in Python for data analysis.

Qualifications

• At least four years of experience or equivalent education and experience.
• Strong understanding of statistical and econometric techniques.
• Experience with model risk policies and governance management.

Responsibilities

• Conduct independent validation of models for credit risk and pricing.
• Develop validation test plans using Python and analytical tools.
• Prepare comprehensive validation reports for stakeholders.

Skills

Analytical thinking

Creative problem-solving

Confident communication

Project management

Passion for analysis

Education

Bachelor's degree in a relevant field

Tools

Python

R

SAS

SQL

Job description

A leading agricultural financial institution in Montreal seeks a Model Risk Management Analyst to validate and analyze credit risk, pricing, and economic models. The role involves ensuring models meet regulatory standards, managing governance activities, and engaging with stakeholders. Ideal candidates should have a bachelor's degree and at least four years of relevant experience, with strong analytical skills and proficiency in Python for data analysis.