Job Description
Reporting to the Senior Manager, Risk Management, the Senior Analyst, Model Validation and Governance is a key contributor to the delivery of The Canadian Depository for Securities Limited (CDS) and The Canadian Derivatives Clearing Corporation (CDCC) strategic project initiatives, providing model validation and policy management skills to ensure risk management initiatives are in compliance with CPSS-IOSCO Principles for Financial Market Infrastructure (PFMI’s) and internal policies/procedures. This role is hybrid (2-3 days per week in the office) and is open to candidates located in one of our Canadian office locations: Toronto or Montreal.
Key Accountabilities
- Perform detailed quantitative and technical review of models, including research on appropriate statistical and mathematical technical tests to analyze various aspects of model design and performance.
- Review all necessary documentation, ensuring accuracy and completeness, allowing for an ind...