Senior Quantitative Model Validator | Risk & Post-Trade

TMX Group; Toronto; Hybrid; CAD 100,000 - 130,000; Full time

Job summary

A leading financial services firm in Toronto is seeking a Senior Analyst for Model Validation to perform quantitative and qualitative validations of risk models and non-models. Responsibilities include assessing model soundness, conducting benchmarking, and preparing reports for regulators. Ideal candidates will hold a Master's degree in a quantitative field, possess 2+ years of relevant experience, and demonstrate advanced technical proficiency in Python and other programming tools. The position offers a hybrid work model.

Benefits

Wellness programs

Flexible work environment

Opportunity for growth

Qualifications

• 2+ years of relevant experience in researching, developing, and implementing quantitative models.
• Ability to identify issues, analyze problems, and provide written reports and recommendations.
• Proven ability to manage multiple projects and priorities concurrently.

Responsibilities

• Perform quantitative and qualitative validation of models and non-models.
• Provide expertise regarding advanced modelling techniques and regulatory compliance.
• Prepare validation reports and presentations for regulators and executive risk committees.

Skills

Model Assessment

Analytical Skills

Project Leadership

Risk Mitigation

Technical Proficiency in Python

Education

Master's degree in Finance, Statistics, Mathematics, Economics, or other quantitative fields

Tools

Python

Matlab

SQL

VBA

Power BI

Tableau

Job description

A leading financial services firm in Toronto is seeking a Senior Analyst for Model Validation to perform quantitative and qualitative validations of risk models and non-models. Responsibilities include assessing model soundness, conducting benchmarking, and preparing reports for regulators. Ideal candidates will hold a Master's degree in a quantitative field, possess 2+ years of relevant experience, and demonstrate advanced technical proficiency in Python and other programming tools. The position offers a hybrid work model.