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Description
We are hiring for this position out of our Toronto, Vancouver and Calgary offices. Successful candidates who apply outside of these areas will be expected to relocate and reside in a location that is within a commutable distance.Β
About the Role
Reporting to the Senior Vice President of Financial Risk, you will play a critical second-line role, as the owner of IFRS-9 Expected Credit Loss (ECL) modelling and quarterly production, Stress testing for ICAAP and quarterly board reporting as well as portfolio reporting on climate risk exposures. Working closely with Credit Risk Management and Finance to set credit loss provisions for the loan portfolio in accordance with IFRS-9 requirements. You will own the quantitative methodologies for expected credit loss (ECL) and be accountable for running ECL results for the portfolio on at least a quarterly basis.
You will also be responsible for...