Assistant Vice President, Model Risk Manager

MUFG Canada —Toronto, ON

Monitor model performance reports on an on-going basis to ensure models remain valid. Advanced degree of Masters or higher in statistics, finance, or other…

Responsibilities:

Developing, maintaining, and implementing the Bank’s Model Risk Management Program covering Wholesale Credit risk models which are used for supporting risk scoring, decision-making, stress testing, ALLL/CECL/IFRS 9, economic capital estimation, financial reporting, and risk management

Monitor model performance reports on an on-going basis to ensure models remain valid

Applying strong risk knowledge to solve problems independently, without relying on daily supervision

Perform independent validations of various models developed based on statistical analysis and machine learning techniques

Skills & Experience

Strong skills in quantitative methods including statistical analysis, and credit risk modeling

Strong skills in quantitative methods and computer technology, such as Python, R and SAS

3-5 years’ experience in related field

Strong understanding of financial services industry

Advanced degree of Masters or higher in statistics, finance, or other quantitative field

Industry certifications a plus (e.g., CFA, FRM)

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