Senior Model Risk Audit Consultant

Description:

Senior Model Risk Audit Consultant to join a leading Canadian financial institution's Model, Data & Artificial Intelligence Audit team.

📍 Location: Toronto – Hybrid (3 days/week, flexible)
📅 Duration: 7 Months (Potential Extension)
⚡ Priority: Immediate Backfill Requirement

🎯 What We're Looking For:
✅ 8+ years in statistical/predictive model development, validation, or auditing.
✅ 3+ years in Credit & Fraud Risk Management, including risk strategy and model development.
✅ Strong experience with AIRB Credit Risk Parameters (PD, LGD, EAD) across Retail & Business Banking.
✅ Knowledge of OSFI E-23 and SR26-2 model risk management regulations.
✅ Experience in model risk audits, internal controls, and stakeholder management.
✅ SQL, SAS, R, Python, or AI/ML experience is an asset.