Advanced Consultant in Model Risk

Position: Advanced Consultant in Model Risk at Vancity
Become an Advanced Consultant in Model Validation at Vancity, ensuring complex models meet regulatory standards in a hybrid workspace. Your analytical skills will play a pivotal role in risk governance enhancement.

In this full-time, permanent position at the Vancity head office, you’ll report to the Director of Model Risk Management. Your focus will be on leading the validation process across various models, including credit, capital, and liquidity. Your capacity to effectively challenge developers will provide essential insights to senior leadership and enhance our institutional risk maturity.

Key Responsibilities:

• Validate complex retail and non-retail models thoroughly

• Evaluate model data and conceptual soundness

• Confirm models’ regulatory compliance and suitability

• Provide clear recommendations to modeling teams

• Identify systemic risks and support governance activities

Requirements:

• Master's degree in a quantitative field

• Over 8 years of experience in model validation

• Proven track record in liquidity and credit risk assessment

• Deep knowledge of regulatory requirements

• Proficient in statistical tools like R, Python, or SAS

Bring your expertise to Vancity, reinforcing our commitment to effective model risk management.
#J-18808-Ljbffr