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 recent 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 solid Python or C# programming skills. Hybrid work with 3 onsite days in Toronto.
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📌 Ccr Model Validation Specialist — Innovative Risk Analytics Toronto
🏢 Swoon
📍 Toronto
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