AML model validation leads this manager role, using strong Python skills across financial services models. The work spans AML, treasury, and credit risk.

With 3+ years in quantitative modelling or model validation, you will assess transaction monitoring and customer risk rating models. You will also examine treasury and credit risk models, including ICAAP stress testing, interest rate risk, liquidity, IFRS 9, and AIRB. The role values explicit communication with technical peers and management.

Key Responsibilities: Validate AML, treasury, and credit risk models

Review documentation, assumptions, data, methodology, and performance

Run outcome, sensitivity, scenario, and benchmark testing

Write reports defining limitations and effective use

Provide independent feedback to model developers

Requirements: 3+ years in quantitative modelling or model validation

Experience validating or developing AML models

Strong Python skills; MATLAB is a plus

Master's degree in a quantitative field

Ability to explain complex concepts clearly

Apply model validation, AML expertise, and Python analysis across risk models under the Bank's Model Risk Management Framework.

📌 AML Model Validation Manager (Toronto)
🏢 S.I. Systems
📍 Toronto