04 Aug
|
Infotek Consulting
|
Toronto
04 Aug
Infotek Consulting
Toronto
Drive risk assessment as a CCR Model Validation Consultant in a hybrid role based in Toronto. Support the Counterparty Credit Risk Replacement Project while collaborating with key stakeholders. Our client seeks a qualified consultant to validate quantitative risk models and ensure compliance with regulatory standards.
This position requires evaluating model performance, assumptions, and limitations, while also making recommendations to enhance accuracy and integrity. Expertise in model validation and governance is essential, along with solid analytical skills. Key Responsibilities:
- Validate Counterparty Credit Risk models and assess model risk
- Review assumptions, methodologies, and performance documentation
- Identify limitations and recommend improvements in models
- Support regulatory audits and governance initiatives
- Collaborate with stakeholders on validation outcomes Requirements:
- Master's or Ph.D. in a quantitative discipline
- 3-5 years of experience in quantitative modeling
- Hands-on experience with Market Risk or CCR models
- Understanding of calibration and valuation techniques
- Strong analytical and stakeholder management abilities Utilize your expertise to ensure robust risk management practices as a CCR Model Validation Consultant.
📌 CCR Model Validation Consultant in Toronto
🏢 Infotek Consulting
📍 Toronto