Manager, IFRS 9 Modelling & Analytics (contract)
Tasks
- Collaborate with stakeholders
- Conduct user acceptance testing
- Coordinate model validation
- Deploy models to production
- Develop credit risk models
- Document models and processes
- Implement PD and LGD models
- Integrate models into IFRS 9 reporting
- Maintain credit risk modelling processes
- Perform model implementation testing
- Support enterprise stress testing analytics
Perks/Benefits
- Career development opportunities
- Employee share ownership program
- Health benefits
- Pension plan matching
Skills/Tech-stack
Azure | Cloud Platforms | Credit Risk | Credit risk modeling | GCP | Git | IFRS 9 | Linux | Loss Given Default | Machine Learning | Power BI | Predictive Modeling | Probability of Default | Python | R | Risk Modeling | SAS | SQL | Statistical modeling | Tableau | Unix | Version control | Windows
Education
Bachelor of Engineering | Bachelor of Science | Master of Engineering | Master of Science | PhD
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