05 Sep
|
Jobtailor
|
Ontario
Develop, enhance, and monitor credit risk models and analytical solutions supporting AIRB, IFRS 9, ICAAP, stress testing, climate risk, and portfolio risk management activities.
Perform quantitative analysis, model calibration, validation support, annual reviews, performance monitoring, and risk assessments.
Collaborate with Risk, Finance, Data, Technology, Audit, and Model Risk Management stakeholders.
Contribute to robust data infrastructure for model development and analytics.
Review data used in model development for required changes and improvements.
Work with IT and business unit teams to implement and execute models and analyses for financial disclosure, regulatory reporting, and ad hoc analyses.
Prepare model documentation, technical reports, and supporting materials for management, validation, audit, and regulatory reviews.
Leverage Artificial Intelligence, machine learning, and automation technologies to improve model development, risk monitoring, reporting, operational efficiency, and decision-making.
Ensure model development and analytical activities comply with internal policies, governance standards, and regulatory requirements.
Lead complex analytical initiatives, drive methodological enhancements, support regulatory and audit activities, and deliver risk insights to senior management.
Requirements
Master's degree or higher in Statistics, Mathematics, Economics, Finance, Engineering, Data Science, Computer Science, or a related quantitative field.
2+ years of experience in credit risk model development, model validation, quantitative analytics, or related areas within financial services.
Robust knowledge of AIRB, IFRS 9, stress testing, ICAAP, or similar risk management frameworks.
Advanced programming skills in Python and SQL.
Experience with statistical modeling, machine learning, and data science techniques.
Familiarity with Generative AI, AI-assisted analytics, or process automation technologies is strongly preferred.
Strong technical documentation, presentation, and communication skills.
Ability to independently manage complex analytical initiatives and deliver high-quality results with minimal supervision.
All candidates considered for hire must successfully complete a criminal background check and credit check.
Core Competencies
Demonstrates expertise in credit risk model development and validation, leveraging advanced programming skills in Python and SQL, while ensuring compliance with AIRB, IFRS 9, and ICAAP frameworks. Capable of leading complex analytical initiatives and collaborating effectively with cross-functional teams to deliver high-quality results.
Highest-signal resume keywords
Credit Risk Model Development
Model Validation
Python Programming
SQL Programming
Statistical Modeling
ATS Optimization Keywords
Hard Skills
Quantitative Analysis
Model Calibration
Performance Monitoring
Risk Assessment
Machine Learning
Data Science Techniques
Statistical Modeling
Analytical Solutions
Technical Documentation
Regulatory Reporting
Soft Skills
Communication Skills
Presentation Skills
Independent Management
Industry Keywords
AIRB
IFRS 9
ICAAP
Stress Testing
Portfolio Risk Management
Financial Services
Model Risk Management
Governance Standards
Regulatory Requirements
Data Infrastructure
Tools & Technologies
Artificial Intelligence
Generative AI
AI-Assisted Analytics
Process Automation
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📌 Senior Manager, Model Development (Ontario)
🏢 Jobtailor
📍 Ontario