Senior Modelling Specialist — Validation & Risk

Canada Mortgage and Housing Corporation; Canada; Remote; CAD 80,000 - 100,000; Full time

Job summary

A governmental housing agency in Canada is seeking a Senior Specialist in Modelling. In this role, you will perform model validation and apply your analytical skills to enhance decision-making in the financial sector. The ideal candidate should possess a postgraduate degree and significant experience in quantitative analytics. This position offers a collaborative work environment and an opportunity to make meaningful contributions to housing systems.

Benefits

Annual Paid vacation

Annual individual performance incentive

Comprehensive group insurance

Support for personal and professional growth

Inclusive workplace culture

Qualifications

• Minimum three years of experience in modelling/validation or quantitative analytics.
• Ability to write technical modelling or validation reports.
• Experience with Machine Learning algorithms.

Responsibilities

• Perform validation of different models including credit risk and machine learning.
• Design and implement statistical tests to assess model sensitivity.
• Monitor model performance and identify opportunities to improve.

Skills

Statistical and econometric modelling

R

Python

VBA

Databricks

Cloud technologies

Education

Postgraduate degree in Quantitative Finance, Mathematics, Statistics, Data Science, or equivalent

Job description

A governmental housing agency in Canada is seeking a Senior Specialist in Modelling. In this role, you will perform model validation and apply your analytical skills to enhance decision-making in the financial sector. The ideal candidate should possess a postgraduate degree and significant experience in quantitative analytics. This position offers a collaborative work environment and an opportunity to make meaningful contributions to housing systems.