Elevate your career with Mitsubishi UFJ Financial Group as an AVP Model Risk Management Analyst in Toronto. Contribute to the Model Risk Management Program and support decision-making processes for risk assessment and capital market activities.
In this full-time role, you'll be integral to the Quantitative Risk Control team, ensuring effective model governance across various Business Units. Your expertise in statistical analysis and quantitative methodologies will shape the validation of financial risk models while enhancing internal compliance and monitoring processes. Collaboration with regulatory bodies and internal audit will also be crucial.
Key Responsibilities:
• Develop and implement the Bank's Model Risk Management Program
• Monitor ongoing model performance and validity
• Perform independent validations of statistical models
• Document validation outcomes thoroughly and resolve findings
• Conduct model assessments and facilitate annual reviews
Requirem...