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 ownershipCreate economic forecasts for model applicationsDevelop stress test documents and scenariosManage quarterly stressed ECL outcomes for ICAAPOversee data sets for climate risk reportingRequirements:Over 10 years of quantitative risk management experienceMaster's degree required, CFA or FRM preferredIn-depth knowledge of IFRS-9 ECL frameworksProficiency in time series econometrics and model calibrationStrong capabilities in governance for loan data handlingDrive impactful modelling practices at Peoples Group, optimizing credit risk assessment methodologies for the organization.#J-18808-Ljbffr

📌 Avp Credit Risk Modelling - $73,400 - $122,400 A Year (Toronto)
🏢 Peoples Group
📍 Toronto