Associate Director, Enterprise Model Risk Management
CAD 67K-110K (estimate) Mid-level Full Time
Tasks
- Analyze validation results with statistical techniques
- Assess logic and conceptual soundness
- Collect feedback and define remediation plans
- Conduct backtesting and benchmarking
- Deliver validation findings
- Develop validation tools and methodologies
- Ensure regulatory compliance with model risk policy
- Execute data reconciliations
- Perform acquisition and account management model validations
- Perform sensitivity and accuracy analysis
- Run quantitative and qualitative model tests
- Validate credit risk methodologies
- Validate credit risk rating systems
- Validate exposure at default models
- Validate loss given default models
- Validate probability of default models
Perks/Benefits
Skills/Tech-stack
Backtesting | Benchmarking | Credit Risk | Credit risk modeling | Data Reconciliation | Deep learning | Excel | Exposure at Default | GitHub | Hadoop | Hive | Logistic Regression | Loss Given Default | Machine Learning | Model Risk Management | Model risk | Object-Oriented | Object-oriented programming | Probability of Default | PySpark | Python | Qualitative Testing | Quantitative Analysis | Quantitative testing | R | Risk Management | Risk Modeling | SAS | SQL | Scala | Sensitivity Analysis | Spark | Statistical Analysis | Tableau | Teradata | Unix
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