Join Coast Capital as a Senior Quantitative Risk Specialist, working in a hybrid mode. This role focuses on developing robust credit risk models for commercial lending. Your primary responsibilities will include leading the implementation and ongoing monitoring of credit risk models, especially for commercial portfolios.

You will collaborate with diverse teams, refine methodologies, and document processes to meet regulatory requirements. Essential skills include advanced analytics, risk rating expertise, and effective communication. Key Responsibilities:
Lead calibration and testing of credit risk models
Oversee commercial model build and transition processes
Create monitoring reports and presentations for governance
Aid in IFRS 9/ECL and stress testing model analysis
Collaborate with Credit Risk and Commercial Lending teams Requirements:
4–6+ years in quantitative analytics relevant to credit risk
Extensive knowledge of PD, LGD, and EAD
Experience with credit scorecards and validation
Advanced proficiency in SQL, Python, and Excel
Bachelor’s degree in mathematics, finance, or related fields Drive impactful credit risk modeling initiatives at Coast Capital and enhance your career in financial risk.

📌 Coast Capital Senior Risk Specialist Position Surrey
🏢 Coast Capital Savings
📍 Surrey