CIBC is seeking a Lead in Model Quantification based in Toronto to manage and innovate retail credit risk modeling practices. This role emphasizes quantitative analysis and leadership capabilities within a hybrid mode. In this pivotal position, you will spearhead the continued development and regulatory compliance of key credit risk models.

Your responsibilities include collaborating with various teams and mentoring model developers to enhance CIBC’s risk framework and performance. Key Responsibilities:
Create and oversee retail credit risk models
Conduct quantitative analyses to refine risk parameters
Establish governance frameworks in line with regulations
Engage with stakeholders for comprehensive model assessments
Build and nurture a high-performing team culture Requirements:
Advanced degree in Mathematics or related discipline
5+ years in developing credit risk models
Proficiency in Python, R, and other analytical tools
Excellent communication and leadership skills
Solid understanding of risk management practices Leverage your expertise at CIBC to enhance their strategic model risk approach.

📌 Lead Model Quantification Strategy At Cibc Toronto (Canada)
🏢 Socket.dev
📍 Canada