Application Deadline:

10/29/2026

Address:

100 King Street West

Job Family Group:

Data Analytics & Reporting

Manager, Credit Risk Stress Testing & Analytics Role Overview The Manager, Credit Risk Stress Testing & Analytics will support credit risk stress testing across retail and wholesale portfolios. This is a hands-on individual contributor role responsible for analyzing stress scenarios and credit loss results, assessing model outputs, supporting overlays or analytical adjustments, and producing clear insights for management.

The role requires a combination of credit risk knowledge, data analytics, and strong communication skills. The successful candidate will work closely with stakeholders across Credit Risk, Lines of Business, Finance, Economics, Model Development, Model Validation, and other relevant teams to deliver accurate, timely, and insightful stress-testing results.

Key Accountabilities Stress Testing & Credit Risk Analytics

Support recurring and ad hoc credit risk stress-testing exercises across retail and wholesale portfolios, including EWST, MST, CCAR, and other regulatory or internal stress tests.

Analyze stress-testing results, including credit losses, PCL/ECL, PD, LGD, formations, RWA, and other relevant risk measures.

Assess portfolio and macroeconomic trends to understand key drivers of changes in credit risk and loss forecasts.

Review model outputs for reasonableness using portfolio performance, historical experience, scenario severity, and relevant benchmarks.

Support the development and documentation of overlays or analytical adjustments where model results may not fully reflect portfolio risks or scenario impacts.

Perform sensitivity, attribution, variance,



and benchmarking analyses to explain changes in results.

Data, Reporting & Process Improvement

Aggregate, reconcile, analyze, and validate data from multiple sources to ensure accurate and consistent stress-testing results.

Perform data analysis to identify trends, investigate drivers of results, and support stress-testing reporting and decision-making.

Develop and maintain dashboards, management reports, and presentation materials highlighting key trends, risk drivers, scenario impacts, and areas requiring attention.

Identify opportunities to automate and streamline data preparation, result consolidation, analysis, controls, and reporting.

Support enhancements to stress-testing methodologies, analytical tools, dashboards, and reporting processes.

Stakeholder Management & Communication

Work with Credit Risk, Lines of Business, Finance, Economics, Model Development, Model Validation, and other stakeholders to understand portfolio trends, model behavior, and stress-testing results.

Translate complex analytical results into clear, concise, and actionable insights for technical and non-technical audiences.

Prepare and present stress-testing results and supporting analysis to management and other stakeholders.

Respond to questions and challenges on results, assumptions, methodologies,



and analytical adjustments.

Qualifications

3–5 years of relevant experience

in credit risk, stress testing, loss forecasting, portfolio analytics, risk reporting, or a related area.

Post-secondary degree in Finance, Economics, Business, Mathematics, Statistics, Data Analytics, or a related quantitative field.

Good understanding of credit risk concepts and the drivers of credit losses across retail and/or wholesale portfolios.

Experience analyzing credit risk metrics such as PCL/ECL, PD, LGD, defaults, impaired loan formations, and RWA.

Strong analytical and problem-solving skills, with the ability to interpret trends, challenge results, and develop well-supported conclusions.

Experience working with large datasets using

Python, SQL, Excel, Power BI, PySpark, or similar tools .

Robust

Excel and PowerPoint skills,

with experience developing management-level reports and presentations.

Strong written and verbal communication skills, including the ability to explain complex analytical results clearly.

Strong attention to detail and ability to independently manage multiple deliverables and timelines.

Preferred Qualifications

Experience with regulatory or internal credit risk stress-testing exercises, such as EWST, MST, or CCAR.

Exposure to both retail and wholesale credit portfolios is an asset.

Familiarity with

IFRS 9, ECL/PCL, stress testing, and capital/risk reporting .

Experience evaluating model outputs and supporting

overlays or analytical adjustments .

Experience with scenario analysis, sensitivity analysis, benchmarking, or loss-driver an

📌 Manager Stress Testing Analytics (Winnipeg)
🏢 BMO
📍 Winnipeg