06 Nov
|
EQ Bank | Canada's Challenger Bank
|
Winnipeg
06 Nov
EQ Bank | Canada's Challenger Bank
Winnipeg
Enterprise stress testing and model risk expertise define this hybrid Director chance with EQ, based at 2200-25 Ontario Street, Toronto.
As Director, you will support the Vice President of Model Risk Management in validating stress testing, Treasury, finance, and credit risk methodologies. The mandate covers model methodology, assumptions, limitations, inputs, benchmarks, and quantitative and qualitative analysis. You will help ensure production models comply with the Bank’s Model Risk Policy, Framework, and relevant regulatory requirements.
Key Responsibilities
Lead or support enterprise-wide model risk assessmentsEvaluate assumptions, limitations, inputs, and benchmarksConduct quantitative and qualitative validation analysisArticulate findings, recommendations,
and conclusionsComplete model validation reports meeting bank standardsRequirements:
Master’s degree or higher in a quantitative fieldSeven-plus years validating or developing Treasury risk modelsThree-plus years with ICAAP and stress testing modelsExtensive model risk management principles and practicesAdvanced programming skills in Python, SQL, MATLAB, and Excel VBAApply enterprise model validation, stress testing, and quantitative analysis skills to strengthen EQ’s model risk framework.
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📌 Director Enterprise Stress Testing Validation (Winnipeg)
🏢 EQ Bank | Canada's Challenger Bank
📍 Winnipeg