Develop, implement and maintain credit risk models for the Consumer, Small Business and Wealth segments. Monitor, back-test and report model performance to ensure standards are met and weaknesses are detected early. Maintain user requirements, parameters and configurations of systems housing the models. Work with model validators, auditors and regulators to ensure compliance with governance and regulatory requirements. Engage stakeholders to build analytical solutions from model outputs for credit decisioning, business strategies, allowance and capital assessment.
Requirements
Degree in a quantitative or financial discipline such as Mathematics, Statistics, Computer Science, Accounting, Finance or Economics
Strong computational skills with experience handling data and performing quantitative analysis
Good understanding of Basel III, IFRS regulations and credit products
Analytical and independent thinker with strong written and verbal communication skills
At least 5–7 years of experience in credit analysis/modelling or credit risk management of Consumer, Small Business or Wealth portfolios
Benefits
Competitive base salary
Holistic, flexible benefits
Community initiatives
Learning and professional development opportunities
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