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Senior Manager, Retail Stress Testing
Location:
Toronto
Description:
Requisition ID: 182408 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Enterprise Stress Essaying’s (“EST”) mandate is to create and run the Bank’s stress essaying program. We need a strong individual to help with credit stress essaying the Bank’s portfolio. You will collaborate in building coherent, self-contained stress tests across geographies and products. This role has the potential for direct impact on judicious business decisions with stress essaying as a decision-making tool by senior management in Global Risk Management as well as Finance executives and the Board. Is this role right for you? In this role you, will: Develop and implement the credit risk stress essaying models using technology platforms, primarily utilizing R and Python, This includes creating models for projecting point-in-time values for Probability of Default and Loss Given Default as a function of macro-economic variables Develop high-quality code to implement the selected methodology/models, ensuring they can be effectively executed in the operational/production environment to generate risk parameter projections needed for calculating credit loss metrics Communicate and document model approaches, assumptions, model inputs used and modelling processes in a clear and concise manner Collaborate with internal and external stakeholders, including model validation teams, internal auditors, and regulators, to ensure adherence to proper model risk management guidelines Stay up-to-date with regulatory requirements and guidelines pertaining to credit risk modelling. Ensure compliance with applicable regulations and provide necessary information to regulators as required Conduct supplementary analysis on model results to provide valuable insights into the main drivers of credit losses within each stress scenario Collaborate with technology teams to source necessary data and optimize computing efficiency by leveraging appropriate. Visit ListedBuy for more information.
Company:
Scotiabank
Posted:
March 24 on ListedBuy
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More About this Listing: Senior Manager, Retail Stress Testing
Senior Manager, Retail Stress Testing is a Other Art & Media Jobs Retail Worker Job at Scotiabank located in United States. Find other listings like Senior Manager, Retail Stress Testing by searching Oodle for Other Art & Media Jobs Retail Worker Jobs.
Senior Manager, Retail Stress Testing is a Other Art & Media Jobs Retail Worker Job at Scotiabank located in United States. Find other listings like Senior Manager, Retail Stress Testing by searching Oodle for Other Art & Media Jobs Retail Worker Jobs.