Senior Manager, Regulatory and Risk Advisory (Quant)

Lead daily work on assignments related to credit modelling and risk management,

Develop credit models, perform validations, and participate in external/internal audit engagements related to IFRS 9 – ECL, credit modelling, or other quantitative engagements to meet clients' expectations,

Provide expertise in development or validation of models for a wide area of products such as retail (mortgages, revolving, other retail loans) and non-retail portfolios (corporate, commercial, real estate), for underwriting credit models, credit risk scorecards or risk ratings models,

Work on multiple assignments simultaneously, potentially involving several partners,

Prepare detailed reports presenting the execution approach, observations, and recommendations,

Coordinate the execution of various risk management projects to add value,

Review analyses and deliverables produced by the execution team to ensure their high quality,

Prepare service proposals to meet the business needs of clients,

Deliver presentations to clients, participate in client meetings, as well in business development

10 years of relevant experience in banking including work in credit model development or validation functions,

Degree or PhD in math, engineering, statistics, econometrics, actuarial sciences or equivalent,

Professional designation is an asset (FRM, CFA),

Experience with statistical and probabilistic credit risk modelling for risk rating and scorecard models for credit risk, ECL models for IFRS 9, and/or with stress testing models, and/or model validation experience for these models,

Well versed in model risk management activities,

Knowledge of the requirements of the final Basel III and regulatory capital including calculation of regulatory capital and IRB modelling an asset,

Proficiency in Bloomberg valuation and pricing models an asset

Degree or PhD in math, engineering, statistics, econometrics, actuarial sciences or equivalent