Found Description
Quantitative Model Risk Developer - CFA/FRM
Pay rate range (CAD): $57.42/hr – $68.90/hr
Responsibilities
Create, oversee, and track model implementation testing requirements and artifacts for equities derivatives pricing models
Support integration with input models (curves) and downstream risk models (VaR, FRTB, Counterparty Credit Risk)
Develop and own the model implementation test strategy and facilitate end-to-end test phases
Generate detailed test cases and plans based on testing requirements, providing analyses and recommendations
Communicate testing progress, issues, and findings to senior management and stakeholders
Identify and escalate issues promptly to ensure timely resolution
Build and maintain strong stakeholder relationships and foster collaboration
Maintain high levels of organization and productivity amid challenges and changing priorities
Contribute to team efforts to del...
Pay rate range (CAD): $57.42/hr – $68.90/hr
Responsibilities
Create, oversee, and track model implementation testing requirements and artifacts for equities derivatives pricing models
Support integration with input models (curves) and downstream risk models (VaR, FRTB, Counterparty Credit Risk)
Develop and own the model implementation test strategy and facilitate end-to-end test phases
Generate detailed test cases and plans based on testing requirements, providing analyses and recommendations
Communicate testing progress, issues, and findings to senior management and stakeholders
Identify and escalate issues promptly to ensure timely resolution
Build and maintain strong stakeholder relationships and foster collaboration
Maintain high levels of organization and productivity amid challenges and changing priorities
Contribute to team efforts to del...
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