Assistant Manager - Toronto, Canada - Source Code

Source Code

Verified Company

Toronto, Canada

2 weeks ago

Posted by:

Sophia Lee

beBee Recruiter

Description

Assistant Manager, Risk Data & Analytics to work across risk and regulatory modelling and data analytics projects
Toronto, Ontario (fully remote)
Permanent, full time

Responsibilities:

Prepare data validation report summarizing findings and provide recommendations
Work across risk and regulatory modeling and data analytics projects, build and lead modeling teams with end-to-end support
Model monitoring and implementation support
Development of modeling strategies for automated decision making
Develop and support the reports to be shared with senior management at the desired frequencies
Data and quantitative analysis to support modeling decisions
Detailing model techniques and interpretation of variables used in the models be documented and presented to client Stakeholders
Validation for the source data quality, forecast data quality as well as change management
Assessment of model risk current state and gaps for clients, along with recommendations to address the gaps

Must have:

Masters in Finance, Mathematics, Economics, Statistics, or equivalent
Experience in BFS analytical projects supporting portfolio analytics/predictive modelling/independent validation of models
Experience in BFS analytics, with experience in data preparation for credit risk modelling, credit risk reporting
Experience in retail and wholesale credit risk modeling
Expertise in Excel, SAS & Python/R

Nice to have
Experience in regulatory risk modeling/validation SR 11-7, CECL, IFRS 9, CCAR, Basel IRB