Join Scotiabank as a Quantitative Model Validation Manager, where you will oversee the evaluation of critical models used in financial decision-making. This role, based in Toronto, involves substantial engagement with various teams.

In this managerial position, you will independently assess quantitative models related to Treasury, liquidity risk, and stress testing. Your analytical skills will contribute significantly to ensuring the models are conceptually sound and comply with rigorous internal and regulatory standards. This opportunity requires a strong technical foundation and collaboration with stakeholders.

Key Responsibilities:
• Lead the validation of quantitative models and techniques
• Engage with stakeholders to clarify model limitations




• Document findings in structured validation reports
• Ensure compliance with internal policies and standards
• Collaborate on continuous improvement initiatives

Requirements:
• Advanced quantitative degree with relevant experience
• Knowledge of Treasury and liquidity management models
• Ability to conduct independent validations efficiently
• Experience with programming tools like SAS or SQL
• Solid interpersonal and problem-solving skills

Drive impactful changes in model risk management at Scotiabank as you enhance validation strategies.
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📌 Quantitative Model Validation Manager (Ontario)
🏢 Scotiabank
📍 Ontario