Credit Risk Analyst – IFRS/ BASEL

  • Date Posted Aug 18, 2022
  • Location Toronto, Ontario
  • Job Type Contract
  • Job ID 14971

Are you collaborative, innovative, and enjoy visionary thinking? Are you a self-motivated individual who is hardworking with proven work history? Are you a forward-thinking, creative individual who willingly takes ownership of complex and challenging initiatives? Then, Apply Now!

Working with one of the top financial clients this role calls for a Credit Risk Analyst – IFRS/ BASEL who will assist in Model Monitoring code development, maintenance, and enhancements, including code reviews. The successful candidate will act as a mentor and provide guidance and training to new hires. The ideal candidate has the ability to work independently, takes initiative and  can complete work on their own. 

Responsibilities:

  • Assist in the development and ongoing improvement of MMA’s Model Governance Framework. This includes monitoring activities relating to the execution and documentation of: Model Performance MonitoringModel DiscriminationPopulation Stability and Characteristic Analysis
  • Support multiple ad-hoc requests relating to model performance, working closely with partners in MV, MRM, MD and MMA.
  • Support Annual Model Reviews, ensuring concise and accurate quantitative analysis and documentation are delivered in a timely fashion for MD, MV, and MRM for review.
  • Support compiling material for executive committee meetings, status meetings, and dashboard reporting. Material is shared with internal and external stakeholders.
  • Support coordinating the collecting of evidence and closure of Audit and Regulatory findings.
  • Adhere to clients and industry best practices and standards for project management (PMLC).
  • Assisting in other areas within the Model Governance & Compliance space, as requested

Desired skill set:

  • 3 years of experience using SAS, SQL, or Python in the context of data manipulation, data mining, and statistic
  • Experience working in both operational and project environments
  • Ability to prioritize work and work with multiple deadlines
  • Strong quantitative skills in statistics or related areas
  • Good interpersonal skills to build and maintain productive working relationships with others
  • Strong written and oral communication skills
  • Undergraduate degree in Mathematics, Statistics, Economics, Engineering, or similar disciplines

Nice to have:

  • PRMIA, GARP, CPA or similar accreditation
  • Experience in model development or validation in retail credit risk
  • SAS, Python, or R certification
  • Understanding of basic retail credit risk drivers
  • Understanding of scorecard, machine learning, or PCL models
  • Exp with regulatory programs such as Basel and IFRS9
  • Understanding of account management, adjudication, and collection strategies
  • Postgraduate degree

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