Manager, Capital Analytics & Internal Models
On-site · Toronto, Ontario, Canada
Job Summary
Lead the production and enhancement of the bank's internal capital reporting, including quarterly results for internal credit risk and concentration risk. Develop and maintain credit risk and capital reporting, extract/clean/analyze data using SQL and Python, and review/update parameters in internal models. Build dashboards and visualizations (Power BI) to communicate risk insights; collaborate with risk, finance, and technology teams; analyze capital results by product, portfolio and business lines and identify risk drivers; develop/maintain ICAAP methodologies and documentation, and support risk analytics and management reporting.
Required Qualifications
- Bachelor degree in a quantitative subject (in progress) such as Math, Science, Engineering, Finance or Economics is required
- Strong programming skills in Power BI, SQL, Python or R
- 2+ years of data analytics, machine learning, and Artificial intelligence experience is desired
- Superior critical thinking ability and the ability to work under tight timelines
- Strong verbal and written communication skills and proven problem-solving skills
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