Manager, Regulatory Capital Models (1-year contract)

Requisition ID:

The Manager is responsible for designing and developing rating models for Collateralized Loan Obligations and managing the operations of CreditLens and Problem Loan Data Capture IT systems. Responsibilities include:

• Design, select, implement, maintain, review, and provide user support for Business Banking IRB models (Borrower Risk Rating, Probability of Default, Loss‑Given‑Default, Exposure‑At‑Default).
• Ensure ongoing compliance with OSFI requirements for Business Banking IRB models.
• Manage operations of CreditLens and Problem Loan Data Capture IT systems.
• Provide input and support for compliance requirements of local regulators of BNS subsidiaries and branches.
• Provide quantitative input and support to internal teams for measurement, management, and reporting of Credit Risk.
• Oversee research a...