Position Details
Join a leading bank in Toronto as a Senior Manager, specializing in Data Science and risk modeling. Focus on developing IFRS 9 credit risk models to meet regulatory standards.
As a Senior Manager, you will lead the development of data-driven credit risk models and drive model governance practices. You will engage in model performance assessments while collaborating with stakeholders to ensure effective integration of models within Bank processes. Your analytical and leadership skills will support the continuous improvement of modeling methodologies.
Key Responsibilities: • Create and maintain credit risk models • Assess candidate models for performance accuracy • Lead documentation and change management efforts • Provide support for model integration in reporting • Conduct quarterly model monitoring and audits
Requirements: • Advanced degree in a quantitative discipline • 2+ years of experience with IFRS 9 model development • 3+ years using Python for data mo...