Elevate risk management at Peoples Group in this senior Credit Risk Modelling position in Toronto, Vancouver, or Calgary. You'll spearhead IFRS-9 ECL methodologies and stress testing initiatives.
As AVP of Credit Risk Modelling, you're responsible for running quantitative models that assess expected credit losses and developing macroeconomic forecasts. Collaborating with senior leaders, you'll impact financial provisioning. This role seeks seasoned risk professionals who embrace both challenges and opportunities in data-driven environments.
Key Responsibilities:
• Lead expected credit loss model ownership
• Create economic forecasts for model applications
• Develop stress test documents and scenarios




• Manage quarterly stressed ECL outcomes for ICAAP
• Oversee data sets for climate risk reporting
Requirements:
• Over 10 years of quantitative risk management experience
• Master’s degree required, CFA or FRM preferred
• In-depth knowledge of IFRS-9 ECL frameworks
• Proficiency in time series econometrics and model calibration
• Robust capabilities in governance for loan data handling
Drive impactful modelling practices at Peoples Group, optimizing credit risk assessment methodologies for the organization.
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📌 Senior Credit Risk Modelling Role (Toronto)
🏢 Peoples Group
📍 Toronto