ATB seeks a Senior Risk Manager to oversee complex capital markets model validations. Utilize your expertise in a hybrid work model to ensure robust risk management and regulatory compliance.
This role emphasizes independent validation, requiring strong analytical skills and the ability to communicate complex mathematical concepts effectively. You will engage with internal and external stakeholders to advocate for sound model validation practices and contribute to the development of our comprehensive model risk management framework.
Key Responsibilities:
• Lead validation of derivative pricing and market risk models
• Conduct rigorous technical reviews and performance assessments
• Craft explicit reports detailing validation findings and recommendations
• Ensure validations align with regulatory requirements
• Collaborate with stakeholders to resolve model usage issues
Requirements:
• Advanced degree (Ph.D. or Master’s) in quantitative fields
• 5-7 years of model validation experience
• Strong skills in Python, Big Query, and Excel
• Deep understanding of capital markets risks
• Proven problem-solving and communication abilities
Join ATB in a pivotal role that enhances model risk oversight while impacting our Capital Markets strategy effectively.
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📌 Senior Risk Manager, Capital Markets Models (Alberta)
🏢 ATB Financial
📍 Alberta
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