Credit Risk Model Validation Manager — Hybrid

A leading financial institution in Toronto is seeking a Manager for Model Risk within the Credit Risk domain. This individual contributor role involves validating credit risk models and engaging with stakeholders to ensure transparency on model risks. The ideal candidate will have a MSc or PhD in quantitative fields and a minimum of 4 years of experience in model validation. Proficiency in programming (Python preferred) and relational databases is essential for this hybrid role, which requires at least 3 days on-site per week.
#J-18808-Ljbffr