Senior Quantitative Analyst, Model Validation
Toronto-81 Bay, 31st Floor, Canada
CAD 92K-141K (estimate) Senior-level Full Time
Tasks
- Analyze model and benchmark approaches
- Assess model accuracy and limitations
- Develop independent benchmark
- Evaluate model risk
- Review model assumptions
- Run qualitative tests
- Run quantitative tests
- Validate statistical models
- Write validation reports
Perks/Benefits
Skills/Tech-stack
AI machine learning | Anti-Money Laundering | Credit Risk | Credit risk modeling | Data Analysis | Econometrics | Fraud AML | Fraud Detection | IFRS 9 | MATLAB | Machine Learning | Money Laundering | Python | R | Regulatory Reporting | Risk Modeling | Risk quantification | SAS | Scorecards | Statistical modeling | Stress Testing
Education
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