Fitch is seeking a Model Validation Analyst in Toronto to enhance its credit modeling expertise. This role focuses on validating various credit rating models while engaging in innovative practices.
The Model Validation Group (MVG) at Fitch plays a crucial role in ensuring the quality of rating criteria and models. As an Analyst or Senior Analyst, you will collaborate on validating models for diverse asset classes, contributing to impactful decision-making. This is a unique opportunity to gain in-depth knowledge of model governance while fostering an inclusive workplace culture.
Key Responsibilities:
• Review and validate a broad array of credit rating models
• Build replica models and conduct comprehensive performance tests
• Communicate observations to model owners and developers
• Write validation reports aligned with regulatory standards
• Contribute to the development of testing frameworks and tools
Requirements:
• Master's degree in quantitative discipli...