Manager, Model Validation
Core
Execute validation procedures and manage model risk for credit, treasury, and stress testing models in a Canadian bank.
Role type
Manager, Model Validation (IC)
Builds
Independent validation reports and risk assessments for regulatory compliance
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Quantitative modeling, Model validation, Statistical analysis, Risk management principles, Regulatory compliance, Data analysis, Technical documentation, Project management, Programming (Python/R/SAS/Java), Stakeholder communication
Preferred skills
Financial services experience, Highly regulated environment experience, Model governance expertise
Technologies
Python, R, SAS, C++, C#, Java, MATLAB
Responsibilities
Assess model frameworks, assumptions, and data suitability; conduct testing (sensitivity, scenario, stress, benchmark); prepare validation reports; maintain model risk management system metadata; provide independent feedback to model developers; support regulatory self-assessments and attestations.
Seniority
Manager, hands-on IC
