Manager, Model Validation

Purpose

The Global Model Risk Management area provides independent and consistent model validation and approval across various risk types, including market risk, retail/non-retail credit risk, operational risk, capital models, Anti Money Laundering (AML) and other key risk/financial models.

The manager provides support to the Senior Manager in the validation of models and strategies, which may include Canadian and International retail/non-retail credit adjudication and behavior, credit retail strategies, AML, Fraud or Market Risk Capital. This position entitles activities related to model validation work including data management and model quality assurance testing/validation to establish overall soundness of the risk measurement, delivery of various ad‑hoc validation assignments, collaboration with the model development teams and business lines, and communicating results to model owners ensuring compliance with internal framework and regulatory requiremen...