Manager - Model Validation/Approval valuation
3 weeks ago
Candidate Value PropositionCandidate Value Proposition: The successful candidate will have the opportunity to learn capital market valuation and risk models.Typical Day in RoleSupport Director/Senior Manager to validate derivative pricing models used in capital market and risk management for various purposesProvide reports for the summary of findings and opinions to the model approval committeePerform model testing and documentationSupport Director/Senior Manager to validate derivative pricing models used in the capital market and risk management for various purposes including P/L calculation, sensitivity calculation, and limit monitoring, etc.Manage the validation projects independently or work in a group; review model documentation; conduct research on new methodology and validation techniques; design and implement validation test plan.Provide reports for the summary of findings and opinions to the model approval committee.Manage relationships with key contacts as identified for each validation request submissionComply with internal policies, procedures, and regulatory requirements where applicableProvide support to large-scale projects as requiredKeep abreast of industry and regulatory developments and evolving expectations; develop relationships with counterparts at other financial institutionsQualifications1) 1 to 2 years experience in quantitative positions such as model development or model validation.2) 2 years experience in Python Programming.3) In-depth knowledge in one or more of the following product types and modeling techniques is preferred: equity derivative, fixed income derivative, commodity derivatives, fx and credit derivatives; local/stochastic volatility modeling, IR curve bootstrapping, etc.4) Strong knowledge in applied math/statistics and numerical methods such as Monte Carlo simulation, Bi-Nomial Tree and numerically solving PDE.Nice-To-Have SkillsIndustry certification or credentials will be an asset (e.g. CFA, FRM)Soft Skills1) Effective project and time management to efficiently deliver concurrent projects with competing priorities with good quality.2) Ability to supervise as well as independently deliver work assignments efficiently.3) Constructive conflict management ability; ability to collaborate effectively with model owner/sponsor counterparts as well as internal audit and regulators.4) Effective presentation and strong spoken and written communication skills are essential.EducationAdvanced degree in quantitative fields such as Mathematics, Physics, Computer Science, Financial Mathematics, Financial Engineering (Master or above - mandate, Ph.D. Preferred). #J-18808-Ljbffr
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Manager - Model Validation/Approval valuation
3 weeks ago
Toronto, Canada Nexus Systems Group Inc. Full timeCandidate Value Proposition Candidate Value Proposition: The successful candidate will have the opportunity to learn capital market valuation and risk models. Typical Day in Role Support Director/Senior Manager to validate derivative pricing models used in capital market and risk management for various purposes Provide reports for the summary of findings and...
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Manager - Model Validation/Approval valuation
3 weeks ago
Toronto, Canada Nexus Systems Group Inc. Full timeCandidate Value Proposition Candidate Value Proposition: The successful candidate will have the opportunity to learn capital market valuation and risk models. Typical Day in Role - Support Director/Senior Manager to validate derivative pricing models used in capital market and risk management for various purposes - Provide reports for the summary of...
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Manager, Model Validation
2 weeks ago
Toronto, Canada Scotiabank Full timeRequisition ID: 172006 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. **Purpose of Job**: The Manager in Model Validation & Approval valuation team provides independent and consistent model validation and approval across various product types, including foreign exchange (FX), fixed income, equity,...
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Manager, Model Validation
7 days ago
Toronto, Canada Scotiabank Full timeRequisition ID: 157942 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. **Purpose of Job**: The Manager in Model Validation & Approval valuation team provides independent and consistent model validation and approval across various product types, including foreign exchange (FX), fixed income, equity,...
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Manager, Model Validation
1 week ago
Toronto, Canada Scotiabank Full timeRequisition ID: 230721 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. This full-time position is primarily responsible for validating equity derivatives models used in Scotiabank’s Global Banking and Markets production. They will regularly collaborate with multiple stakeholders from groups including...
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Manager, Model Validation
2 weeks ago
Toronto, Canada Scotiabank Full timeRequisition ID: 159745 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. **Purpose of Job**: Executes initial and ongoing model validations/approvals to ensure model risk management initiatives are in compliance with regulatory requirements and internal policies/procedures. **Responsibilities**: - Assist...
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Product Manager Valuation Models
1 week ago
Toronto, Ontario, Canada Kroll Full time $100,000 - $150,000 per yearAs we embed the PCM (Private Capital Markets) platform across Kroll's Private Valuation (PV) business and client base, we are hiring a Product Manager to own development of our core loan valuation models and user workflows. This person will partner closely with engineering, implementation teams, and PV to define, build, and scale platform-native modeling and...
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Product Manager Valuation Models
1 week ago
Toronto, Ontario, Canada Kroll Full time $120,000 - $140,000 per yearAs we embed the PCM (Private Capital Markets) platform across Kroll's Private Valuation (PV) business and client base, we are hiring a Product Manager to own development of our core loan valuation models and user workflows. This person will partner closely with engineering, implementation teams, and PV to define, build, and scale platform-native modeling and...
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Valuation Accountant
4 weeks ago
Toronto, Canada Medium Full timePlease note, we may not be actively recruiting for this position. The job posting below reflect one of several streams in Allied's CPA Pre-approved Program. We welcome applications from interested candidates and will reach out as opportunities become available. Allied is looking for aValuation Accountant to join our CPA Pre-approved Program. At Allied,...
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Valuation Accountant
4 weeks ago
Toronto, Canada Medium Full timePlease note, we may not be actively recruiting for this position. The job posting below reflect one of several streams in Allied's CPA Pre-approved Program. We welcome applications from interested candidates and will reach out as opportunities become available. Allied is looking for aValuation Accountant to join our CPA Pre-approved Program. At Allied,...
