Senior Model Development Analyst (IFRS9/CECL) – Credit Risk Modeling
S.i. Systèmes
Toronto, ON-
Nombre de poste(s) à combler : 1
- Salaire À discuter
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Emploi Contrat
- Publié le 8 mars 2025
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Date d'entrée en fonction : 1 poste à combler dès que possible
Description
Location: Hybrid - 2 days a week in Downtown Toronto office
Duration: 6 months with potential extension or conversion to FT
Our banking client is looking for multiple Senior Model Development Analysts to support credit loss allowance modeling and analytics (IFRS9/CECL) within the Credit Risk Modeling function. The role involves developing and validating credit risk models, conducting performance monitoring, and supporting business-critical decisions in a high-pressure environment. The successful candidate will play a key role in regulatory interactions and model lifecycle management, particularly for retail IFRS9/CECL models.
Must-Have Skills
- 7+ years of experience in credit risk model development and/or validation.
- Strong expertise in IFRS9 and CECL modeling for credit loss allowance.
- Proficiency in SAS and Python for model development, data wrangling, and quantitative analysis.
- Advanced knowledge of quantitative financial modeling, risk analytics, and data preprocessing.
- Experience with model risk management, regulatory capital, and stress testing.
- Lead the development and enhancement of IFRS9/CECL models for credit loss forecasting.
- Conduct model performance monitoring and implement improvements as needed.
- Support the end-to-end model lifecycle, including validation, implementation, and regulatory reporting.
- Apply quantitative risk modeling techniques to assess credit risk exposure.
- Collaborate with internal teams and regulators to ensure compliance with industry standards.
- Provide documentation and regulatory reporting support for model governance.
- Utilize Python, SAS, and other statistical tools for data wrangling and model development.
- Conduct ECL decomposition to analyze the impact of macroeconomic changes, portfolio growth, and other risk factors.
- Present findings to senior stakeholders and make data-driven recommendations for business decisions.
Exigences
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