05 Sep
|
Jobtailor
|
Ontario
• Report to the Director, Risk Data & Model Implementation
• Support Enterprise Risk Management activities related to Model Implementation
• Support model implementation and risk delivery and shape its future at the Bank
• Gather risk model implementation and ongoing monitoring requirements
• Translate requirements into production model implementation requirements for IT and Business Units
• Work with Model Development, Risk Reporting, and IT to build an efficient model development stream
• Contribute to Python-based monitoring solutions for AIRB, ICAAP, and IFRS9 models
• Document model specifications, production data attestation, and AIRB implementation details
• Test development and production data for implementation accuracy and reliability
• Develop APIs and, in some cases, GUIs for applications including the model monitoring framework
• Collaborate with model development, validation, IT, technology, and business-unit teams
• Automate model implementation using leading-edge technology
• Support end-to-end risk model testing across data, models, and downstream processes
• Design, develop, maintain, and run external-data loading and transformation processes
• Create and maintain data pipelines for external data providers
• Prepare summary statistics and ad-hoc analyses for model development and validation
• Prepare and submit internal default and loss data to GCD
• Maintain relationships with stakeholders and elevate complex project issues to the Director or senior leadership
Requirements Degree in Computer Science, Mathematics, Mathematical Finance, Statistics, Engineering, Finance, Economics,
or equivalent quantitative background
2+ years’ experience in risk model development or implementation at other Banks or Fintechs, with proven expertise in end-to-end risk model lifecycle
Advanced database and programming skills in object-oriented programming languages, including SQL and Python
Familiarity with Python Flask/FastAPI and Azure Cloud Services required
Knowledge of Basel AIRB CAR guidelines, OSFI Implementation Notes, and BCBS-239
Knowledge of AIRB, IFRS 9, and ICAAP principles
Ability to identify and raise key risks and provide Senior Management with viable options and recommendations
Solid and proven communication and presentation skills
All candidates considered for hire must successfully complete a criminal background check and credit check
Core Competencies Demonstrates expertise in risk model implementation and development, with robust capabilities in Python programming, SQL, and familiarity with cloud services. Proven ability to collaborate across teams and communicate complex risk-related information effectively.
Highest-signal resume keywords Risk Model Development
Python Programming
SQL Database Skills
Basel AIRB CAR Guidelines
Model Testing and Validation
Hard Skills Risk Model Implementation
End-to-End Risk Model Lifecycle
Object-Oriented Programming
Data Pipeline Creation
Model Monitoring Solutions
Soft Skills Communication Skills
Presentation Skills
Stakeholder Relationship Management
Industry Keywords AIRB
IFRS 9
ICAAP
OSFI Implementation Notes
BCBS-239
Tools & Technologies Python Flask
FastAPI
Azure Cloud Services
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📌 Manager, Risk Data – Model Implementation (Ontario)
🏢 Jobtailor
📍 Ontario