Senior Director Data Analytics
Description
This role as Senior Director Analytics in the Credit Risk Analytics team at National Bank involves leading credit risk model development and governance. The position focuses on leveraging expertise in credit risk analytics, regulatory frameworks, and advanced modeling to support sound decision-making and robust risk management. Key responsibilities include mobilizing and leading a team of experts in model development, performance monitoring, back-testing, and benchmarking. The director will also lead the development and evolution of IFRS 9 credit risk models (PD, LGD, EAD, staging), oversee model performance, define and execute roadmaps for model recalibration and improvement, present model methodologies to senior management, collaborate with internal partners for model governance, and ensure compliance with internal policies and regulatory requirements.
What We're Looking For
Mobilize, develop, and lead a team of experts in model development, performance monitoring, back-testing, and benchmarking.,Lead the development and evolution of IFRS 9 credit risk models (Probability of Default, Loss Given Default, Exposure at Default, and staging models for Retail and Wholesale portfolios).,Oversee model performance monitoring activities, including back-testing, benchmarking, and readiness for validation.,Define and execute the roadmap for model recalibration, enhancement, and continuous improvement in line with regulatory expectations.,Present model methodologies, assumptions, limitations, and risk impacts to senior management and model oversight committees.,Collaborate with internal partners to support model review, approval, and governance processes.,Ensure compliance with internal model risk management policies, IFRS 9 standards, and regulatory requirements, including the resolution of validation, audit, and regulatory findings.,Hold a diploma in relevant fields such as financial engineering, finance, economics, statistics, mathematics, computer science, or data science.,Have 7 to 10 years of experience in credit risk modeling or model validation within a major financial institution in Canada.,Demonstrate strong expertise in credit risk modeling methodologies, data requirements, performance metrics, model limitations, and compensating controls.,Have solid knowledge of IFRS 9 requirements and regulatory guidelines related to credit risk, loan allowances, and stress testing.,Be familiar with model risk management frameworks and governance processes.
Ideal Candidate
Diploma in relevant fields such as financial engineering, finance, economics, statistics, mathematics, computer science, or data science.
Minimum Education
Diploma in relevant fields (e.g., financial engineering, finance, economics, statistics, mathematics, computer science, or data science).
Hard Skills
Soft Skills
Benefits
About the Company
National Bank of Canada
National Bank of Canada is one of the six systemically important banks in Canada, providing a comprehensive range of financial services to individuals, businesses, and institutional clients. Headquartered in Montreal, it is the leading financial institution in Quebec and holds strong positions across the country and internationally. The bank is committed to a people-first approach, fostering an entrepreneurial culture and sustainable growth for its communities.
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