Director Enterprise Stress Testing Validation
2 days ago
Toronto ON, Toronto Census Division, ON; Ontario, Canada
EQ Bank | Canada's Challenger Bank
Full-time
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Enterprise stress testing and model risk expertise define this hybrid Director opportunity with EQ, based at 2200-25 Ontario Street, Toronto.
As Director, you will support the Vice President of Model Risk Management in validating stress testing, Treasury, finance, and credit risk methodologies. The mandate covers model methodology, assumptions, limitations, inputs, benchmarks, and quantitative and qualitative analysis. You will help ensure production models comply with the Bank’s Model Risk Policy, Framework, and relevant regulatory requirements.
Key Responsibilities
Lead or support enterprise-wide model risk assessments Evaluate assumptions, limitations, inputs, and benchmarks Conduct quantitative and qualitative validation analysis Articulate findings, recommendations, and conclusions Complete model validation reports meeting bank standards
Requirements:
Master’s degree or higher in a quantitative field Seven-plus years validating or developing Treasury risk models Three-plus years with ICAAP and stress testing models Extensive model risk management principles and practices Advanced programming skills in Python, SQL, MATLAB, and Excel VBA Apply enterprise model validation, stress testing, and quantitative analysis skills to strengthen EQ’s model risk framework. #J-18808-Ljbffr
Key Responsibilities
Lead or support enterprise-wide model risk assessments Evaluate assumptions, limitations, inputs, and benchmarks Conduct quantitative and qualitative validation analysis Articulate findings, recommendations, and conclusions Complete model validation reports meeting bank standards
Requirements:
Master’s degree or higher in a quantitative field Seven-plus years validating or developing Treasury risk models Three-plus years with ICAAP and stress testing models Extensive model risk management principles and practices Advanced programming skills in Python, SQL, MATLAB, and Excel VBA Apply enterprise model validation, stress testing, and quantitative analysis skills to strengthen EQ’s model risk framework. #J-18808-Ljbffr