Join Coast Capital as a Senior Quantitative Risk Specialist. Focus on developing and validating advanced commercial credit risk models in a hybrid work setting.

This critical role requires expertise in PD, LGD, and EAD models, emphasizing effective model governance and stakeholder collaboration. With 4–6+ years of experience in credit risk modeling, you will play an integral part in enhancing commercial lending portfolios through creative model designs and validations.

Key Responsibilities:
• Develop and monitor credit risk models for commercial lending
• Conduct validation and documentation of risk models
• Prepare analytics for IFRS 9/ECL and stress testing
• Collaborate across Credit Risk and Analytics teams
• Enhance ongoing model performance post-implementation

Requirements:
• 4–6+ years in quantitative risk or model validation
• Advanced proficiency in SQL and Python
• Robust knowledge of model governance protocols
• Bachelor’s degree in mathematics or related field
• Familiarity with Git and big-data settings

Elevate your career by applying your quantitative skills to credit risk modeling at Coast Capital.
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📌 Quantitative Risk Specialist Coast Capital British Columbia
🏢 Coast Capital
📍 British Columbia