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Director, Model Validation at BMO - ApplyBlast

Director, Model Validation

BMO

6 months ago

3.6 on Glassdoor

Toronto, Ontario, Canada

Onsite

Full Time

Senior

0 applicants

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About this role

A Model Validation Specialist at BMO ensures model appropriateness and capability for designated portfolios by validating models, assessing risks, and communicating decisions to business/management. The role involves assessing model capabilities, stress points, limitations, and controls to mitigate risks.

Skills

Qualifications

PhD or Master’s in quantitative fields15+ years in equity derivatives model validation or front-office quantitative researchKnowledge of stochastic calculus, probability theory, numerical analysisProgramming skills in C++ and PythonFamiliarity with regulatory frameworks (e.g., FRTB, model risk governance) in derivatives context

About BMO

bmo.com

Headquarters

Toronto, Ontario, Canada

Company Size

10001+ employees

Founded

1817

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BMO offers a wide range of personal and business banking services, including checking & savings accounts, loans, lines of credit, credit cards and more.