Director: Model Risk (Model Validation) at Agam Capital Management
North York, ON M2N 6L9, Canada -
Full Time


Start Date

Immediate

Expiry Date

14 Nov, 25

Salary

130000.0

Posted On

15 Aug, 25

Experience

0 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

No

Skills

Python, Communication Skills

Industry

Financial Services

Description

ABOUT US

Agam was founded in 2016 with the vision to create a cutting edge differentiated analytical platform. The execution towards this vision continued with the development of pALM, Agam’s proprietary asset and liability management (ALM) system. Offering the only end-to-end enterprise-wide risk and capital analytic solution, Agam empowers strategic decision makers towards their capital optimization goals. With a fully embedded dynamic strategic asset allocation (SAA) and enterprise risk management (ERM) infrastructure, pALM supports Agam’s ability to offer one stop, turnkey insurance solutions.

BASIC QUALIFICATIONS

· Master’s degree in quantitative discipline.
· 7+ years of experience in model risk management (5+ years for PhD).
· Basic programming skills in Python and C#.
· Basic knowledge of financial and actuarial modeling.
· Good written and verbal communication skills.

PREFERRED QUALIFICATIONS

· PhD in quantitative discipline.
· Familiarity with the financial market and insurance industry.
· Knowledge of Asset-Liability Management.

How To Apply:

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Responsibilities

· Conduct Model Validation for regulatory, actuarial, financial and risk models.
· Assist in other model governance activities such as ongoing monitoring review, model review, remediation on model failures, model breaches etc.
· Collaborate with model owner and developer to address issues.
· Mentor junior team members

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