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 methodologyDevelop and document economic forecastsPrepare ECL results for ICAAP stress scenariosCollaborate with stakeholders for provisioning accuracyTrack evolving loan performance and model dataRequirements:10+ years of experience in quantitative risk rolesMaster's degree in a quantitative field, CFA or FRM preferredSolid understanding of IFRS-9-related modellingExperience with econometric modelling and data governanceStrong time management skills for multi-project handlingContribute to sophisticated risk modelling at Peoples Group, ensuring robust financial risk reporting and governance.#J-18808-Ljbffr

📌 Avp Of Ecl Modelling At Peoples Group (Toronto)
🏢 Peoples Group
📍 Toronto