Quantitative Model Risk Developer - CFA/FRM

Would you like to be part of a dynamic risk management team supporting innovative financial models? Apply Now!

Working with one of our top financial clients, this role calls for a Quantitative Model Risk Developer - CFA/FRM.

Pay rate range (CAD): $57.42/hr – $68.90/hr

Responsibilities

• Create, oversee, and track model implementation testing requirements and artifacts for equities derivatives pricing models
• Support integration with input models (curves) and downstream risk models (VaR, FRTB, Counterparty Credit Risk)
• Develop and own the model implementation test strategy and facilitate end-to-end test phases
• Generate detailed test cases and plans based on testing requirements, providing analyses and recommendations
• Communicate testing progress, issues, and findings to senior management and stakeholders
• Identify and escalate issues promptly to ensure timely resolution
• Build and maintain strong s...