Shape credit risk strategies with Peoples Group as AVP of Expected Credit Loss Modelling in Toronto, Vancouver, or Calgary. This role centers on advanced modelling and governance practices for IFRS-9.

Step into a pivotal second-line role, where you'll lead the production and stress testing of ECL models. Developing macroeconomic forecasts, you'll collaborate closely with Credit Risk Management and Finance. Ideal candidates have extensive experience in quantitative risk and are passionate about data and modelling processes.

Key Responsibilities:
• Manage quarterly ECL modelling and methodology
• Develop and document economic forecasts
• Prepare ECL results for ICAAP stress scenarios
• Collaborate with stakeholders for provisioning accuracy




• Track evolving loan performance and model data

Requirements:
• 10+ years of experience in quantitative risk roles
• Master’s degree in a quantitative field, CFA or FRM preferred
• Solid understanding of IFRS-9-related modelling
• Experience with econometric modelling and data governance
• Solid time management skills for multi-project handling

Contribute to sophisticated risk modelling at Peoples Group, ensuring robust financial risk reporting and governance.
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📌 AVP of ECL Modelling at Peoples Group (Alberta)
🏢 Peoples Group
📍 Alberta