Current jobs related to Manager, Model Validation - Toronto - Scotiabank
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Manager, Model Validation
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Toronto, Canada Scotiabank Full timeRequisition ID: 174453 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. **Purpose of Job**: The Global Model Risk Management area provides independent and consistent model validation and approval across various risk types, including market risk, retail/non-retail credit risk, operational risk, capital...
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Manager, Model Validation
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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
2 weeks ago
Toronto, Canada Scotiabank Full timeJoin a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Conduct initial and ongoing model validations/approvals to ensure model risk management initiatives are following regulatory requirements and internal policies/procedures. Responsibilities - Assist Director/Senior Manager and/or independently validate...
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Manager, Model Validation
2 weeks ago
Toronto, Canada Scotiabank Full timeJoin a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Conduct initial and ongoing model validations/approvals to ensure model risk management initiatives are following regulatory requirements and internal policies/procedures. Responsibilities Assist Director/Senior Manager and/or independently validate and/or...
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Manager, Model Validation
1 day ago
Toronto, Canada Scotiabank Full timeRequisition ID: 244367 Join to apply for the Manager, Model Validation role at Scotiabank Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Responsibilities Assist Director/Senior Manager and/or independently validate and/or review of Market risk capital models, counterparty credit risk capital models,...
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Manager, Model Validation
17 hours ago
Toronto, Canada Scotiabank Full timeRequisition ID: Join to apply for the Manager, Model Validation role at Scotiabank Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Responsibilities Assist Director/Senior Manager and/or independently validate and/or review of Market risk capital models, counterparty credit risk capital models, trade...
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Manager, Model Validation
11 hours ago
Toronto, Canada Scotiabank Full timeRequisition ID: 244367 Join to apply for the Manager, Model Validation role at Scotiabank Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Responsibilities Assist Director/Senior Manager and/or independently validate and/or review of Market risk capital models, counterparty credit risk capital models,...
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Manager, Model Validation
2 weeks ago
Toronto, Canada Scotiabank Full timeRequisition ID: 244367 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Conduct initial and ongoing model validations/approvals to ensure model risk management...
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Manager, Model Validation
2 weeks ago
Toronto, Canada Scotiabank Full timeRequisition ID: Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Conduct initial and ongoing model validations/approvals to ensure model risk management...
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Manager, Model Validation
6 days ago
Toronto, Canada Scotiabank Full timeRequisition ID: 244367 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Please be advised that our Careers site will be unavailable from November 28 at 12am ET to November 29 12am ET for scheduled system maintenance. Conduct initial and ongoing model validations/approvals to ensure model risk management...
Manager, Model Validation
3 weeks ago
Is this role right for you? In this role you will: Assist Director/Senior Manager and/or independently validate and/or review of Market risk capital models, counterparty credit risk capital models, trade surveillance model and the market risk/counterparty credit risk related stress testing models. Perform detailed quantitative and technical review of models, including responsibility of designing the validation framework, research on appropriate statistical / mathematical technical tests, coding/programming to analyze various aspects of model implementation and performance. Responsible for the review of all necessary documentations related to validation assignments, including reviewing documentation of work assignments under the incumbent's supervision; ensuring accuracy and completeness of archived information and related documentation to allow independent third-party review of the validation work performed. Undertake research and development of new validation techniques Comply with internal policies, procedures and regulatory requirements where applicable Provide reports for the summary of findings and recommendation to Senior Manager or Director. Manage relationships and communications with key stakeholders as identified for each validation request submission Provide active and direct support to resolve outstanding audit and regulatory issues and respond to ad hoc senior management and regulatory requests. Do you have the skills that will enable you to succeed in this role? - We'd love to work with you if you have: Advanced degree in fields such as Mathematics, Statistics, Econometrics, Physics, Computer Science, Financial Mathematics, Financial Engineering (Master or above, Ph.D. Preferred); Industry certification or credentials will be an asset (e.g. CFA, FRM) Knowledge of the derivative pricing model theory, counterparty credit risk modeling, market risk capital modeling, market data. Experience in market risk modeling including the valuation and capital models, or counterparty credit risk modeling; knowledge of stochastic calculus, FRTB and CVA is preferred. Familiar with various trading products including IR, FX, Equity, Commodity etc. Excellent written and presentation skills to provide advice, explanations and communications to various users and stakeholders Sound understanding of various modelling techniques and proficient to conduct various tests. Proficient computing skills and grasp of programming languages such as Matlab, C/C++, Python. Ability to manage efficiently multiple priorities; attention to detail and ability to work independently or in teams; consensus-building ability. Familiar with concepts, structures, pros and cons, and various aspects of machine learning (ML) and AI models What's in it for you? The opportunity to join a forward-thinking and collaborative team, surrounded by innovative thinkers A rewarding career path with diverse opportunities for professional development Internal training to support your growth and enhance your skills An inclusive working environment that encourages creativity, curiosity, and celebrates success
