Manager, IFRS 9 Modelling & Analytics (273084)

You will report directly to a Senior Manager or Director and be a critical member of a team overseeing the IFRS 9 and CECL models, and related internal and regulatory processes. You will access to a modern machine learning stack that includes open-source development environments, and data visualization business intelligence tools to support – from conception through execution and governance – the IFRS 9 and CECL models covering the Bank’s Business Banking portfolio. You will collaborate, on a regular basis, with a wide range of stakeholders and internal/external partners including Model Validation and Governance, Finance, Business Lines Partners, Compliance and Audit.

Develops credit risk models for the Business Banking portfolio that predict probability of default, loss given default, exposure as default for IFRS 9 and CECL provisioning and financial reporting.

Builds, enhances, and automates processes to facilitate timely execution and analyses of quarterly results, SOX controls, model impacts, and macroeconomic sensitivities.

Works with stakeholders and technology teams to implement and execute models and analyses in support of on-going financial disclosure, regulatory reporting, and ad hoc analyses.

Supports stress testing teams who will use the IFRS 9 models for Enterprise-Wide Stress Testing and other ad hoc stress tests.

Documents all models and processes developed and works with the model validation team to ensure timely and satisfactory validation.

Understands how the Bank’s risk appetite and risk culture should be considered in day-to-day activities and decisions.

Actively pursues effective and efficient operations of his/her respective areas, while ensuring the adequacy, adherence to and effectiveness of day-to-day business controls to meet obligations with respect to operational risk, regulatory compliance risk, AML/ATF risk and conduct risk, including but not limited to responsibilities under the Operational Risk Management Framework, Regulatory Compliance Risk Management Framework, AML/ATF Global Handbook and the Guidelines for Business Conduct.