22 Oct
|
S.I. Systems
|
Toronto
22 Oct
S.I. Systems
Toronto
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