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Senior Modelling Specialist — Validation & Risk
Résumé du poste
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.
Prestations
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.
Responsabilités
- 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.
Connaissances
Formation
* Le salaire de référence se base sur les salaires cibles des leaders du marché dans leurs secteurs correspondants. Il vise à servir de guide pour aider les membres Premium à évaluer les postes vacants et contribuer aux négociations salariales. Le salaire de référence n’est pas fourni directement par l’entreprise et peut pourrait être beaucoup plus élevé ou plus bas.