09 Sep
|
Jobtailor
|
Toronto
Report to the Director, Model Risk Management, and support the Director and VP, Model Risk Management, with model validation activities Develop model validation strategies and maintain model validation plans Assess model frameworks, assumptions, mathematical implementation, underlying data, and system implementation Assess modeling data from extraction through preparation, cleansing, and treatment for development suitability Conduct model testing, including sensitivity, scenario, and stress testing Conduct benchmark analysis and review implementation and user acceptance testing Produce validation reports identifying model limitations, weaknesses, effective range of use, and model risk level Communicate model risk issues and independent recommendations to stakeholders Support model governance, including model metadata tracking, annual model attestation, and model risk reporting Stay current with industry trends and practices in model risk management Educate, influence, and hold stakeholders accountable for managing model risk under the
📌 Senior Manager, Model Validation (Toronto)
🏢 Jobtailor
📍 Toronto