Manager, Credit Provisioning Operations
On-siteToronto, Ontario, Canada
Job Summary
Execute time-sensitive IFRS 9 and CECL live production runs and maintain infrastructure for the Credit Measurement System. Analyze model inputs and outputs, develop testing methodologies, and perform scenario/change impact analyses for Senior Management. Support model builders, validators, and auditors on data and methodology requests while preparing technical documentation and presentations. Facilitate integration and automation of modeling changes to promote them to BAU production processes. Maintain proficiency in Python, SQL, and SAS to ensure system readiness and best practices in credit risk modeling.
Required Qualifications
- Undergraduate, and preferably graduate, degree in quantitative discipline such as physics, mathematics, statistics, engineering, economics, econometrics, actuarial science, finance and/or relevant professional qualifications
- 2+ years of relevant business work experience in quant groups (risk, front office, etc.) in the financial industry
- Prior work experience in credit risk modeling, stress testing, credit portfolio analysis, and credit provisioning
- Proficiency in Python for data analysis, model development, and automation
- 1+ years of programming experience with tools such as Excel/VBA
- Knowledge of database structure and management (SQL, SAS, etc.)
- Ability to communicate complex concepts to a non-technical audience
- Strong conceptual, analytical, and problem-solving skills
- Ability to tailor analysis to required level of precision
Desired Qualifications
- Professional certifications (FRM, CFA, or PRM)
- Experience with cloud-based analytics platforms (e.g., AWS, Azure) or machine learning techniques
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