Credit Risk Analyst – SAS/SQL/Python

  • Date Posted Feb 27, 2023
  • Location Toronto, ON
  • Job Type Contract
  • Job ID 15699

If you share a passion for performance, a growth mindset with versatile skills, and approach everything with the highest integrity, here’s an opportunity.

Working with one of the top financial clients this role calls for a Credit Risk Analyst – SAS/SQL/Python who will be responsible for supporting analytics initiatives for IFRS9/CECL forecasting models for the U.S. Commercial portfolio. The ideal candidate has solid risk management or economics background and proficiency in Advanced Excel.


  • Assist with analytics and reporting activities such as scenario analysis, sensitivity analysis, attribution analysis, impact assessment and ad-hoc analysis for US IFRS9/CECL models
  • Develop and maintain analytics platforms for the above
  • Backtest the performance of credit risk models and investigate key drivers
  • Present and communicate analysis results to provide actionable insights to management
  • Produce and maintain well-articulated documentation on the functions
  • Support the development of new methodologies by conducting applied research and exploring data

Desired Skill Set:

  • 2 years of solid experience as a risk analyst
  • 2 years of expertise in Modeling: predictive models, financial models, cash flow calculations
  • 2 years of experience working in the quantitative finance areas
  • 2 years of strong exposure to Credit risk models – credit risk parameters (PD, LGD,EAD), stress testing & IFRS 9 methodologies
  • 2 years of experience in Programming preferably SAS advanced SAS (SQL in SAS, Macros)
  • Ability to work in a multi-disciplinary team setting
  • Undergraduate/Graduate degree in Quantitative discipline 
  • Strong communication skills (verbal & written)
  • Sound understanding of Advanced Excel including Pivot Tables, V-look up etc.
  • Strong interest and ability to undertake applied research to analyze results in data
  • Out-of-the-box thinker and enthusiastic in solving problems

Nice To Have:

  • Masters degree
  • Experience in credit modeling space
  • Proficiency in Python
  • Strong theoretical and numerical background

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