Senior Director of Model Validation at BMO

Take charge as Senior Director of Model Validation at BMO, specializing in equity derivatives. This role focuses on robust model assessments and risk communication. As a key leader, you will validate complex models, optimize numerical performance, and develop strategies for effective model validation. This position involves assessing model capabilities and limitations while ensuring compliance with regulatory standards. Your expertise will guide junior quants and enhance collaboration with trading desks to support strategic analytics. Key Responsibilities:

• Independently validate models and compare results
• Develop and manage independent benchmark models
• Optimize numerical methods for stability and performance
• Design scalable testing libraries using programming languages
• Communicate model outcomes and recommendations with stakeholders

Requirements:

• PhD or Master’s degree in quantitative sciences
• Over 15 years of equity derivatives model validation experience
• In-depth knowledge of stochastic calculus and numerical methods
• Strong programming skills in C++ and Python
• Acquaintance with regulatory frameworks in derivatives

Shape the future of model validation and deepen risk insights at BMO. #J-18808-Ljbffr