Model Risk Management Quant Associate/AVP- Market
Toronto, ONTemps plein
MC
MUFG Canada
2+ ansCandidates need 2 to 5 years in financial services and a track record in model development or validation for market risk, pricing or stress testing. They also need working knowledge of a numerical or statistical tool and of model risk regulation such as SR 26-2 and the Volcker rule.
RiskMetrics, Calypso, Murex, QuIC, PolyPaths