Title: Credit Risk Model Validation

Location: Downtown Montreal

Employment: Full time Hybrid

Responsibilities

• Conduct independent quantitative reviews of the Credit Risk Models, Scoring Models, IRB, Stress Testing and ICAAP
• Review and assess other models that may affect any of the credit risk decision cycle making process including ESG related models
• Provide challenge of conceptual soundness, reasonableness of model output, implementation and any other relevant modelling aspects impacting fit-for-use
• Work with validation managers to develop an appropriate validation plan to provide effective challenge commensurate with the level of model risk
• Assess ongoing model performance

Qualifications

• Graduate degree in a quantitative field (e.g., Finance, Economics, Statistics)
• Minimum 5 years of experience validating or developing Credit risk models
• Sound knowledge of quanti...