Drive strategic analytics for credit risk as a Senior Director at National Bank. Lead model development and adherence to regulatory frameworks for improved financial decision-making.
This pivotal role in the Credit Risk Analytics team will enable you to leverage your extensive knowledge of credit risk modeling and regulatory compliance. With 7 to 10 years of relevant experience in a Canadian financial institution, you will ensure sound risk management practices and robust governance.
Key Responsibilities:
• Mobilize a team of experts in model development
• Direct the evolution of IFRS 9 credit risk models
• Oversee back-testing and benchmarking tasks
• Develop an improvement roadmap in line with regulations
• Present model methodologies to senior stakeholders
Requirements:
• Relevant diploma in mathematics or finance
• 7 to 10 years in credit risk modeling experience
• Familiarity with IFRS 9 and regulatory guidelines
• Deep understanding of performa...