BMO US

Manager - Credit Risk Model Validation

BMO US(2 months ago)

Toronto, ON, CanadaOnsiteFull TimeManager$75,900 - $141,900Audit, Risk & Compliance
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About this role

Manager, Credit Risk Model Validation at BMO is part of the Model Risk Management team in a second-line governance and control function focused on validating credit risk models such as AIRB capital, adjudication, and account management models. The role involves assessing model appropriateness across the model life cycle, providing challenge to model developers, and communicating model risk findings to stakeholders.

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Required Skills

  • Model Validation
  • Credit Risk
  • Python
  • SAS
  • R
  • Statistical Analysis
  • Model Risk
  • Regulatory Knowledge
  • Stakeholder Management
  • Data Analysis

+2 more

Qualifications

  • MSc in Related Field
  • PhD in Related Field
BMO US

About BMO US

bmo.com

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

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