Develop and document credit risk models for Canadian retail and small business IFRS 9 provisioning and financial reporting in alignment with internal team timelines and broader Bank project delivery schedules.
Assess the performance of candidate models to ensure that results are accurate and meaningful, and socialize candidate models with stakeholders.
Lead model governance activities including documentation, change management, validation support, remediation of findings, and approval processes.
Provide business requirements and support the stakeholders and technology partners with the implementation and integration of models into Bank processes for quarterly financial reporting, quarterly analytics, ad‑hoc analysis, and stress testing activities.
Conduct quarterly model performance monitoring and SOX controls, and support model and process reviews performed by auditors and regulators.