Questrade Financial Group (QFG) , through its companies
- Questrade, Questbank, Questrade Wealth Management, Community Trust Company, Zolo, and Flexiti, provides securities and foreign currency investment, professionally managed investment portfolios, mortgages, real estate services, financial services and more. We use cutting-edge technology to help Canadians become much more financially successful and secure. At QFG, we combine human-centric collaboration with AI-driven innovation to redefine financial services. The ideal candidate will be a catalyst for change, using AI to transform and deliver unparalleled customer experiences and shaping a future where AI empowers our teams to do their best work. Paid vacation, personal, and sick days for work-life balance Work-life balance in a hybrid environment with at least 3 days in office Opportunities to contribute to community causes Manager, Advanced Credit Risk Modelling. This role will be responsible for building and guiding the day-to‑time activities of our ECL frameworks using modern ML tools. You will ensure the execution of the risk modelling roadmap for IFRS 9 to a scalable modern tech stack. This role is ideal for an innovative ML/Data Science leader who has a deep understanding of credit risk regulations to satisfy Model Risk Management (MRM) standards and regulatory expectations. Take direct technical ownership of transitioning legacy modeling frameworks into a fully automated, scalable, and modern tech stack. Drive the validation process for novel ML risk models by independently implementing explainable AI (XAI) frameworks (e.g., SHAP, LIME) to satisfy rigorous Model Risk Management (MRM) and regulatory transparency requirements. Collaborate with MLOps and IT to establish CI/CD pipelines, automated model monitoring, drift detection, and reproducible model training frameworks. Contribute to building, mentoring,



and growing a multidisciplinary team of quantitative analysts, ML engineers, and data scientists. Independently own and execute the technical delivery roadmaps for strategic credit risk and ML modernization initiatives. Serve as the primary technical expert, partnering closely with Credit Risk, Finance, and Regulatory teams to ensure seamless integration into IFRS 9 provisioning, capital planning, and risk appetite frameworks. Manager, Advanced Credit Risk Modelling? Master's degree or PhD in Computer Science, Artificial Intelligence, Statistics, Mathematics, Quantitative Finance, or a related field. A minimum of 7 years of experience in Machine Learning, Artificial Intelligence, or Advanced Analytics. A minimum of 7 years of experience in credit risk modelling within banking or finance. Strong knowledge of modern ML algorithms (XGBoost, Random Forests, LightGBM) applied to credit risk. Excellent programming skills (Python, SQL, PySpark) and proficiency with development tools (Git, GitLab, VS Code). Experience with cloud platforms (AWS, Azure, GCP), data science cloud‑based tools (e.g., Databricks), MLOps practices, and production deployment. Proficiency in Agile and SAFe methodologies and related tools (Jira, Confluence). It includes a comprehensive benefits plan and a competitive incentive (bonus) program for Full time Permanent roles. At Questrade Financial Group of Companies, with multiple office locations around the world, we are committed to fostering a diverse, inclusive and accessible work environment. Our team reflects the diversity of the communities we serve and operate in. Having a collaborative and diverse team helps us push boundaries to bring the future of fintech into existence—not only for the benefit of our customers, but for those who build their career with us. Questrade Financial Group of companies Applicant Tracking System utilizes artificial intelligence (AI) for application screening.

📌 Senior Manager, Advanced Credit Risk Modelling (Toronto)
🏢 Questrade Financial Group
📍 Toronto