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Senior Model Development Analyst (IFRS9/CECL) – Credit Risk Modeling

Toronto, ON
  • Nombre de poste(s) à combler : 1

  • À discuter
  • Emploi Contrat

  • Date d'entrée en fonction : 1 poste à combler dès que possible

Senior Model Development Analyst (IFRS9/CECL) - Credit Risk Modeling

Location: Hybrid - 2 days a week in Downtown Toronto office

Duration: 6 months with potential extension or conversion to FT


Overview

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.


Key ResponsibilitiesCredit Risk Modeling & Development
  • 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.
Risk Analytics & Regulatory Compliance
  • 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.
Data Analysis & Business Support
  • 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.


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