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Senior Manager, Credit Risk Model Validation

Job in Toronto, Ontario, M5A, Canada
Listing for: BMO
Part Time position
Listed on 2026-02-27
Job specializations:
  • Finance & Banking
    Risk Manager/Analyst
Job Description & How to Apply Below

Final date to receive applications:

02/26/2026

Address:

100 King Street West

Job Family Group:

Audit, Risk & Compliance

Seeking a skilled and experienced professional to join our Model Risk Management Team as a Senior Manager, Model Risk, Credit Risk. As a Senior Manager in our second-line governance and control, you will play a pivotal role in overseeing the validation of credit risk models, with particular emphasis on wholesale and retail Stress Testing (CCAR/EWST) models as well as Allowance (IFRS 9 /CECL) models.

Other activities related to the model lifecycle such as model performance monitoring, annual reviews, assessment of overlay quantification are also part of the validation responsibilities. Experience in other credit risk families such as wholesale borrower risk rating models, credit adjudication and account management models, and retail AIRB is also relevant. This dynamic position is a leadership role, requiring the supervision of 5+ people.

Occasionally, you may also need to act as an individual contributor.

Key

Role Responsibilities:

  • Model Risk Review and Effective Challenge:
    You perform the validation of models and assess the model risk to confirm model appropriateness and capability for a designated portfolio. You are responsible for providing effective challenge to the credit risk models during model development and communicating decisions regarding model use to the business to ensure transparency and understanding of models and model risks. You assess the models’ capabilities, stress points and limitations;

    you assess the associated model risk and the controls in place to mitigate identified risks.
  • Stakeholder Engagement:
    Effective communication is crucial in this role. You will manage relationships with model developers, owners, and users, influencing and advising on model risk-related matters. Your ability to explain complex technical concepts in everyday language will set you apart.
  • Project Management:
    Recommends business priorities, advises on resource requirements, and develops roadmap for strategic execution. Manages resources and leads the execution of strategic initiatives to deliver on business and financial goals.
  • Change Management: BMO is at the forefront of innovation in model risk management. You will be part of the team that drives change by embracing new technology platforms, tools, and operating models. Leads change management programs of varying scope and type, including readiness assessments, planning, stakeholder management, execution, evaluation, and sustainment of initiatives.
  • Regulatory Expertise:
    Acts as a subject matter expert on relevant regulations and policies. May network with industry contacts to gain competitive insights and best practices. Interprets new regulations and assesses impacts to the program / portfolio validation framework.
  • Risk Understanding:
    You will need to connect the dots between technical issues and business considerations.
  • What we are looking for:

  • A MSc or PhD in quantitative fields such as statistics, applied mathematics, financial mathematics, data science, actuarial sciences, electrical engineering, or related fields.
  • A minimum of 7 years of experience in model development and/or validation within a financial institution, particularly in the credit risk area.
  • Certifications:

    While qualifications like CFA, FRM, PRM are helpful, they are not mandatory.
  • Experience in credit risk models, including Stress Testing & loss forecasting, AIRB and Adjudication/Account Management.
  • Proficiency in a programming language such as Python, R, and SAS (Python is preferred)
  • Proficiency in working with relational databases – SQL or Oracle
  • Working with Big data tools and Cloud platforms (AWS/Azure) is a plus.
  • A can-do attitude and a research, deep-dive mindset
  • Our team values flexibility, collaboration and in-person engagement. This position is located in Toronto and offers flexibility with a hybrid work arrangement where the successful candidate will spend at least 3 days per week on-site and the other days remote.

    Performs validation of models and assesses model risk to confirm model appropriateness and capability for a designated portfolio. Provides effective…

    Position Requirements
    10+ Years work experience
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