This listing was posted on ListedBuy.
Manager, Model Development - Internal Ratings Management
Location:
Toronto
Description:
Requisition ID: 192094 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Purpose: Internal Ratings Management (IRM) is responsible for: Design, select, implement, maintain, review, provide user support for, and ensure the performance of Business Banking AIRB models i. e. Borrower Risk Rating, Probability of Default (PD), Loss-Given-Default (LGD), and Exposure-At-Default (EAD). Business Banking IFRS9 Expected Credit Loss (ECL) models. Ensure ongoing compliance with OSFI requirements with respect to Business Banking AIRB models, and Business Banking IFRS9 ECL models. Provide input and support for responding to questions from local regulators of BNS subsidiaries and branches. Provide quantitative input and support to internal teams for measurement, management, and reporting of Credit Risk. Developing models for Business Banking AIRB PD/LGD/EAD models Is this role right for you? In this role, you will: Design and implement models for Business Banking AIRB PD/LGD/EAD models Develop, implement, and maintain risk quantification methodologies for Business Banking credit risk parameters such as PD, LGD and EAD. Perform research and analysis of applicable methodologies; present and recommend appropriate alternatives; test and implement modelling methodologies. Benchmark internal results with external models or data sources; provide analysis and recommend actions as appropriate. Implement and maintain a rigorous framework of internal controls and comprehensive documentation for various applications and databases used in parameter estimation models. Ensuring effective and efficient communications with Credit and Banking groups and other relevant stakeholders during the model development process Develop and maintain sound methodology for monitoring model performance, which allows us to identify problematic models promptly to ensure timely recalibration of models and better serve business needs. Develop. Visit ListedBuy for more information.
Company:
Scotiabank
Posted:
January 24 on ListedBuy
Visit Our Partner Website
This listing was posted on another website. Click here to open: Go to ListedBuy
Important Safety Tips
- Always meet the employer in person.
- Avoid sharing sensitive personal and financial information.
- Avoid employment offers that require a deposit or investment.
To learn more, visit the Safety Center or click here to report this listing.
More About this Listing: Manager, Model Development - Internal Ratings Management
Manager, Model Development - Internal Ratings Management is a Other Art & Media Jobs Model Job at Scotiabank located in United States. Find other listings like Manager, Model Development - Internal Ratings Management by searching Oodle for Other Art & Media Jobs Model Jobs.
Manager, Model Development - Internal Ratings Management is a Other Art & Media Jobs Model Job at Scotiabank located in United States. Find other listings like Manager, Model Development - Internal Ratings Management by searching Oodle for Other Art & Media Jobs Model Jobs.