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...