Senior Specialist, Modelling at Canada Mortgage and Housing Corporation
Carleton Degrees: Master of Arts Economics (specialization in Financial Economics) and PhD Economics
Other Applicable Degree: Chartered Financial Analyst (CFA) designation
Job Title & Organization: Senior Specialist, Modelling in the Property Valuation and Risk Modelling group, Insurance Risk Management at Canada Mortgage and Housing Corporation (CMHC).
Length of time in this role: 3.5 years
On the Job: Leading development, testing in production and implementation of predictive models, which are a component of the core modelling framework employed to assess property risk in mortgage loan insurance operations. Leading development of the risk monitoring framework and quarterly performance report. Advising on research and methodologies to improve model performance and risk management, as well as implementing modifications into the model inventory. Producing model documentation, performance reports, risk assessments and policies.