Senior Director, Model Validation in Finance

Lead as the Senior Director of Model Validation with BMO Financial Group. Focus on validating equity derivatives models and enhancing quantitative research outcomes.

This leadership role requires you to develop and execute detailed validation strategies applicable to complex financial models. A significant part of your responsibilities will involve analyzing and validating assumptions, calibrating models, and mentoring less experienced quantitative analysts. Working alongside trading teams to enhance model performance and compliance will be key.

Key Responsibilities:

• Create and implement validation strategies for financial models

• Test and validate equity derivatives models thoroughly

• Enhance numerical methods to boost model efficiency

• Manage the review of model validation documentation

• Provide mentorship to junior quantitative professionals

Requirements:

• PhD or Master's degree in a quantitative field

• 15+ years of model validation experience in derivatives

• Strong skills in C++ and Python programming languages

• Extensive knowledge of stochastic calculus and numerical techniques

• Understanding of regulatory implications in model risk management

Shape the future of model validation and risk assessment at BMO.
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