Toronto, ON (Hybrid - 3 days/week) CCR Model Validation Consultant to support a Counterparty Credit Risk (CCR) Replacement Project within an Enterprise Risk team. This role is responsible for independently validating quantitative risk models, assessing model risk, and ensuring models meet regulatory and governance requirements. You will work closely with business and technical stakeholders to evaluate model performance, assumptions, limitations, and controls while providing recommendations to strengthen model integrity and compliance.

Validate Counterparty Credit

Risk (CCR) models and assess model risk. Review model assumptions, methodologies, data, documentation, and performance. Identify model limitations, recommend improvements, and document validation findings.

Support regulatory audits, governance activities,



and model risk reporting. Contribute to model validation strategies, frameworks, and continuous process improvements. D. in Mathematics, Statistics, Financial Engineering, or another quantitative discipline. 3-5 years of quantitative modeling or model validation experience within the financial services industry.

Hands-on experience with Market Risk and/or Counterparty Credit Risk (CCR) models. Robust understanding of model calibration, valuation techniques, and risk factor/pricing models. Knowledge of financial industry regulatory requirements.

Python and/or C# development experience.

📌 CCR Model Validation Consultant (Toronto)
🏢 Infotek Consulting
📍 Toronto