Job opportunity
Director Enterprise Stress Testing Validation
EQ Bank | Canada's Challenger Bank
Enterprise stress testing and model risk expertise define this hybrid Director opportunity 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 assessments
Evaluate assumptions, limitations, inputs, and benchmarks
Conduct quantitative and qualitative validation analysis
Articulate findings, recommendations, and conclusions
Complete model validation reports meeting bank standards
Requirements:
Master’s degree or higher in a quantitative field
Seven-plus years validating or developing Treasury risk models
Three-plus years with ICAAP and stress testing models
Extensive model risk management principles and practices
Advanced programming skills in Python, SQL, MATLAB, and Excel VBA
Apply enterprise model validation, stress testing, and quantitative analysis skills to strengthen EQ’s model risk framework.
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Apply on source site 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 assessments
Evaluate assumptions, limitations, inputs, and benchmarks
Conduct quantitative and qualitative validation analysis
Articulate findings, recommendations, and conclusions
Complete model validation reports meeting bank standards
Requirements:
Master’s degree or higher in a quantitative field
Seven-plus years validating or developing Treasury risk models
Three-plus years with ICAAP and stress testing models
Extensive model risk management principles and practices
Advanced programming skills in Python, SQL, MATLAB, and Excel VBA
Apply enterprise model validation, stress testing, and quantitative analysis skills to strengthen EQ’s model risk framework.
#J-18808-Ljbffr