Senior Quantitative Analyst, Model Validation

Senior Quantitative Analyst, Model Validation job description at CIBC, conducting independent validation of analytic Retail models and developing an independent benchmark to assess accuracy and strength of the model.

Requirements

• Master’s or Ph.D. degree in finance, mathematics, applied mathematics, statistics, economics, econometrics, physics, computer science, engineering, etc.
• Experience in model validation, model development, and/or internal audit
• Strong analytical skills and experience working with large data volumes
• Knowledge of econometric/Statistical models, AIRB credit risk models, IFRS 9/CECL, Fraud, AML, Scorecards, Adjudication, AI/Machine Learning, Stress Testing, etc.
• Ability to learn and maintain up-to-date knowledge with regard to development and changing technology in risk management

Benefits

• Competitive salary
• Incentive pay
• Banking benefits
• Benefits program
• Defined benefit pension plan
• Employee share purchase plan
• Vacation offering
• Wellbeing support
• MomentMakers, social, points-based recognition program