- Validate models across AML, treasury, and credit risk, including transaction monitoring, customer risk rating, ICAAP stress testing, interest rate risk, liquidity, IFRS 9, and AIRB.
- Review model documentation, assumptions, methodology, data, implementation, and performance.
- Run outcome, sensitivity, scenario, and benchmark testing, mainly in Python.
- Write validation reports that identify limitations, define the model's effective range of use, and assess model risk under the
📌 Manager - Model Validation (Toronto)
🏢 S.I. Systems
📍 Toronto
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