Join a prestigious bank as an IFRS9 Modelling Manager in Toronto. Leverage your expertise in building credit risk models and conducting enterprise stress testing across the retail portfolio.

In this senior role, you will be at the forefront of the Bank's stress testing program within Enterprise Stress Testing (EST). Your responsibilities will include modeling, implementing, and validating credit risk stress testing models. You will engage in rigorous analysis and collaborate with cross-functional teams to optimize model performance and ensure compliance across various frameworks.

Key Responsibilities

• Develop credit risk stress testing models for macroeconomic scenarios
• Implement models for ECL, PCL, and RWA calculations
• Analyze and report on model accuracy and outcomes
• Conduct emerging risk analysis on critical themes
• Collaborate with validation and audit teams for model alignment

Requirements