Requisition ID: 234448
Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.
As Manager, IFRS 9 Modelling, Enterprise Stress Testing, you will contribute to the overall success of IFRS 9 credit risk modelling, analytics, and reporting for Canadian retail and / or small business portfolios. You will ensure specific individual goals, plans, and initiatives are executed / delivered in support of the team's business strategies and objectives. You will also ensure all activities conducted are in compliance with governing regulations, internal policies, and procedures.
You will report directly to a Senior Manager or Director and be a critical member of the team developing the forward-looking probability of default (PD), loss given default (LGD) or other models used to estimate credit risk for Canadian lending products. With access to a modern machine learning stack that includes open-source development environments, you will be responsible for model development, documentation, implementation, and maintenance. You will collaborate, on a regular basis, with a wide range of stakeholders and internal/external partners including Model Validation and Approval, Retail Provisions, Compliance, and Audit.
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