Our client in downtown Toronto is conducting a 2-year contract for a Quantitative Analyst in Counterparty Credit Risk Model Validation. You will independently validate current CCR models, assess calibration, and communicate findings to stakeholders while supporting regulatory audits.
Requirements include a Master’s or PhD in a quantitative field, 3–5 years in financial services modeling, and strong Python or C# programming skills. Hybrid work with 3 onsite days in Toronto.