06 Sep
|
ATB Financial
|
Alberta
06 Sep
ATB Financial
Alberta
Join ATB as a Capital Markets Model Risk Manager and champion independent model validation efforts. Utilize your analytical skills to ensure sound risk management practices while working in a hybrid workplace.
As a Senior Model Risk Manager, you will be responsible for validating intricate models, assessing compliance with industry regulations, and guiding the continuous improvement of our model risk management framework. Your insights will play a pivotal role in impacting business decisions and safeguarding our clients’ interests.
Key Responsibilities:
• Execute end-to-end validation of complex market risk models
• Perform detailed reviews of model methodologies and assumptions
• Write informative validation reports supported by quantitative tests
• Maintain accurate compliance documentation and evidence
• Engage effectively with model stakeholders for feedback and improvement
Requirements:
• Master’s or Ph.D. in a relevant quantitative discipline
• 5-7 years’ experience in model risk management
• Strong programming skills in Python and SQL
• Expertise in stochastic calculus and risk modeling
• Excellent verbal and written communication skills
Be a part of ATB’s mission to empower clients through expert model risk management in Capital Markets.
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📌 Capital Markets Model Risk Manager Role (Alberta)
🏢 ATB Financial
📍 Alberta