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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Director Enterprise Stress Testing Validation in Toronto employer: EQ Bank | Canada's Challenger Bank
At EQ, we pride ourselves on being a forward-thinking employer that values innovation and collaboration. Our dynamic work culture fosters personal and professional growth, offering employees the chance to lead transformative projects in the financial sector while enjoying competitive benefits like a market-leading RRSP match program and comprehensive health coverage. Located in a vibrant community, we empower our team to challenge the status quo and make a meaningful impact on the lives of Canadians every day.
Contact Details:
EQ Bank | Canada's Challenger Bank Recruitment Team
