Quantitative Analyst - Counterparty Credit Risk Model Validation (2-Year Contract)
Our client, one of Canada's largest banks, is hiring a quantitative model validator to join their Enterprise Risk team in downtown Toronto. This role sits at the centre of a major replacement of the bank's counterparty credit risk infrastructure - you'll be independently validating new CCR models as they're developed, not maintaining a legacy inventory.
You'll assess model appropriateness and robustness across the CCR portfolio: testing assumptions, replicating developer results, evaluating calibration and pricing proxies, quantifying residual model risk, and documenting outcomes. You'll communicate validation findings directly to business stakeholders and represent the validation portfolio in regulatory audits and examinations. Because the models are new, part of the work is developing validation approaches for model types that don't have an established playbook - this is a role for someone who wants to build, not just execute.
The team is 8 people (3 based in Toronto) operating in a model that balances individual ownership of validations with close collaboration across the group.
What we're looking for:
Details: 2-year contract, full-time hours (9-5 ET), hybrid with 3 days per week onsite in Toronto's Financial District. Rate: $55-$75/hr depending on experience.
#J-18808-LjbffrCCR Model Validation Consultant • Toronto, Ontario, CA
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