Analytic Team Lead Credit Risk Models

Attendance

Hybrid

Job Number

21820

Category

Senior Professional

Status: Permanent

Type of Contract

Permanent

Schedule: Full-Time

Full Time / Part Time?

Full-Time

Posting date

12-Jul-2024

Location: Montreal, Quebec

City

Montreal

Province/State

Quebec

Area of Interest: Risk management

A Career as a Analytical Team Lead within the Credit Risk Models Team involves acting as an expert in credit risk modeling. You will work on developing and deploying models to assess the credit risk of individual clients and businesses of the bank. As a leader within the modeling team, you will share your expertise and experience to contribute to the professional development of your colleagues. You will play an essential role in strategic decision-making and participate in the continuous improvement of practices. It will be through your influence, rigor, and initiative that you will stand out.

Your Job:

Define the approach, lead, and develop regulatory PD, LGD, and EAD models
Translate and advocate for the developed models to internal partners and regulatory authorities
Actively engage with IT and business partners to ensure understanding and implementation of developed models
Serve as a team lead and modeling expert for colleagues, internal or external partners, and various committees
Quickly identify issues and challenges related to models, develop appropriate solutions, and ensure stakeholder buy-in
Contribute to advancing the industry on evolving modeling techniques and model development in line with regulatory requirements and industry advancements.

Your Team:

Within the Credit Analytics and Climate Risk sector, you are part of a vice presidency of about fifty colleagues and a team of about ten colleagues. You report to the Senior Director of Credit Risk Models. Our team stands out for its diverse expertise in credit risk and quantitative methods. You enjoy a flexible and hybrid working environment.

Prerequisites:

Master's degree in mathematics, statistics, financial engineering, econometrics, or a related discipline with a minimum of five years of relevant experience
Experience in developing statistical models
Strong knowledge of credit risk management and Basel Accord
Solid programming skills, preferably in SAS or SQL
Good understanding of IFRS9 Standard and its application, an asset.

Languages:

English, French

Reason to require this language: you will need to discuss frequently with our service providers or partners who speak a language other than French.

Skills

Artificial Intelligence Business Acumen Coaching Communication Data Structures Data Visualization Detail-oriented Empathy Exploratory Data Analysis Initiative Learning Agility Partner Development Problem Solving Resiliency Teamwork

Your benefits

In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family.

Health and wellness program, including many options
Flexible group insurance
Generous pension plan
Employee Share Ownership Plan
Employee and Family Assistance Program
Preferential banking services
Opportunities to get involved in community initiatives
Telemedicine service
Virtual sleep clinic

These are a few of the benefits available to you. We have an offer that keeps up with trends as well as your needs and those of your family. 

Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We actively listen to employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.

We're putting people first:

We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people.  Our mission is to have a positive impact on peoples' lives. Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We want to offer an accessible, barrier-free workplace to all employees.

We want our recruitment process to be fully accessible. If you require accommodation, feel free to let us know during your first conversations with us. We welcome all candidates! What can you bring to our team?

Come live your ambitions with us!

Apply

For an environment that supports your career path

There are many varied opportunities for you to progress and develop, and move ahead in your career. This includes on-the-job learning and training, co-development and pairing with other employees, professional support and mentoring, internal career days or discussion forums with our leaders.

For an inclusive and diverse environment

We foster inclusion in an environment where each person’s unique qualities, whether visible or invisible, are celebrated and valued. We welcome all candidates! What can you bring to our team?