Job Description
Quantitative Developer
Start Date: ASAP
Duration: 12 months
Work Location:
- Remote, Onsite, or Hybrid: Onsite - 4 days a week , 1 day from home
- Anchor Days (if applicable): Tuesday or Thursday 66 Wellington Street West, Toronto, Ontario
Scope of Project: trading models/ risk
Summary:
Job Description The position reports to Sr. Manager, Model Validation.
Detailed accountabilities include:
• Perform independent initial and ongoing validations of Derivative Pricing/xVA/Counterparty Credit Risk (CCR)/Market Risk models across The Bank's global trading business, including Interest Rate, Equity, FX, Credit and Commodity derivatives.
• Prepare corresponding initial/ongoing validation reports outlining model assumptions, analytical methodologies and assessments, computational methods and test results.
• Develop/implement validation methodologies and standards. Ensure that the validation methodologies and standard...