Join Peoples Group as the AVP of Credit Risk Modelling in a adaptable hybrid role. Drive innovation in financial risk with your expertise in IFRS-9 Expected Credit Loss modelling and reporting. In this pivotal role, you will manage the development of ECL models and quarterly production while collaborating closely with Finance and Credit Risk Management teams.

Your work will involve creating economic forecasts, stress testing, and preparing insights for the Chief Risk Officer and Chief Financial Officer. Apply your 10+ years of experience in quantitative risk management to shape impactful financial decisions. Key Responsibilities:
Manage and run ECL models quarterly
Develop economic forecasts and required model inputs
Create and document stress scenarios for stress tests
Prepare ECL results, ensuring governance compliance
Analyze loan performance data consistently Requirements:
Minimum 10 years in quantitative risk management
Master’s in quantitative discipline; CFA or FRM required
Solid understanding of IFRS-9 ECL methodologies
Skills in time series econometric modelling
Experience with complex borrower data Harness your passion for data and financial insight to contribute to Peoples Group’s success.

📌 Avp Credit Risk Modelling Hybrid Role Vancouver (Canada)
🏢 Peoples Group
📍 Canada