Minimum 5-7 years of relevant experience spent within a credit risk model development or model validation team at a major financial institution
Minimum 3-5 years of relevant experience in a team leading/people management capacity
Solid academic background with a PhD or Master’s Degree in Mathematical Finance, Finance, Financial Engineering, Financial Economics or other relevant post graduate degree
Due to the nature of the role having interactions with National & Global clients, bilingualism in French and English is required for this position.
Solid knowledge of common practices in credit risk, including expected loss (PD, LGD, EAD) methodologies;
Solid knowledge of supervisory/regulatory requirements as it pertains to credit risk models, including IFRS 9,AIRB, and CCAR
Ability to program in pertinent languages, such as Excel, SAS, R, and python
Canadian travel required and occasional international travel. Candidates must be able to enter the USA to work on client assignments