Senior 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 senior manager provides support and execution in the validation of Canadian and International retail/non-retail credit adjudication and behavior models, credit retail strategies, as well as AML. This position entitles activities related to model validation work including data management and model quality assurance testing/validation to establish overall soundness of the credit 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 requirements. He/she may also communicate and negotiate with the ...