Quantitative Risk Model Validator

Coast Capital Savings
Toronto, CA; US
Hybrid

Job Description

Join as a Quantitative Risk Model Validator, focusing

on the integrity and compliance of financial models in a hybrid

work setting. Engage in a rewarding role that shapes model

validation processes.

This experienced

position involves assessing various risk models, including those

aligned with the latest regulatory standards. You will drive the

validation efforts and collaborate with key teams, utilizing

statistical tools to enhance model reliability. Ideal candidates

bring a strong quantitative background and familiarity with risk

management practices.

Key Responsibilities : •

Perform end-to-end validation of risk models • Conduct independent

reviews and communicate findings • Innovate validation framework

development using Python and AWS • Assess models against regulatory

compliance measures • Act as a subject matter expert in

quantitative risk

Requirements : • Bachelor’s

degree in Mathematics, Statistics, or related • 2-5 years’ relevant

experience in validation processes • Experience with credit risk

management techniques • Proficiency in Python and AWS tools •

Strong verbal and written communication

skills

Shape the future of model validation

with analytical expertise and a commitment to regulatory

excellence. #J-18808-Ljbffr

Skills & Requirements

Technical Skills

PythonAwsCommunicationRisk managementRegulatory complianceCredit risk management

Employment Type

FULL TIME

Level

Mid-Level

Posted

4/29/2026

Apply Now

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