Lead the development of Business Banking Borrower Risk Ratings as a Model Development Manager in Toronto, Ontario. Utilize advanced data analysis to create and maintain key risk models.
As the Model Development Manager, you will focus on designing, implementing, and maintaining AIRB models for Business Banking. Your role includes ensuring compliance with OSFI regulations, providing user support, and collaborating with internal teams to manage Credit Risk effectively. You will utilize your statistical analysis skills to improve model performance and conduct thorough research.
Key Responsibilities:
• Design and implement models for Borrower Risk Ratings
• Ensure compliance with OSFI requirements
• Provide quantitative support for Credit Risk management
• Conduct data mining and statistical analysis on borrower data
• Communicate model limitations with relevant stakeholders
Requirements:
• 1+ years of experience in credit risk modeling
• Excellent technical w...