Drive credit risk analytics as a Manager of IFRS 9 Modeling at Scotiabank in Toronto. Responsible for developing and implementing critical models for risk assessment in retail banking portfolios.
In this pivotal role, you will influence the success of IFRS 9 credit risk modeling for International Banking. Collaborating with various stakeholders, you will ensure all models for predicting Probability of Default (PD) and Loss Given Default (LGD) are thoroughly validated and utilized effectively. Your expertise in advanced statistics and machine learning will support the bank’s compliance and strategic objectives.
Key Responsibilities:
• Develop credit risk models for retail and small business portfolios
• Document models and collaborate with validation teams
• Integrate new models into reporting processes
• Collaborate with tech partners for user acceptance testing
• Ensure adherence to operational risk frameworks
Requirements:
• Advanced degree in relevant quan...