Senior Quantitative Risk Specialist - Credit Risk Modelling
Surrey, British Columbia, CA, V3T 0K7
CAD 82K-118K Senior-level Full Time
Tasks
- Build commercial credit scorecards and risk rating models
- Calibrate test document monitor enhance credit risk models
- Collaborate across credit risk finance technology model validation
- Conduct IFRS 9 ECL expected loss analysis
- Design segmentation default logic methodology
- Develop PD LGD EAD credit risk models
- Execute model build parallel run validation remediation implementation readiness
- Perform stress testing for credit risk models
- Prepare model documentation monitoring reports validation responses
- Support model validation issue remediation
- Support ongoing monitoring performance assessment recalibration
Perks/Benefits
Skills/Tech-stack
Credit Risk | Credit risk modeling | Credit scorecards | Data segmentation | Excel | Expected Credit Loss | Exposure at Default | Git | IFRS 9 | Loss Given Default | Model Validation | Model calibration | Probability of Default | Python | Rating models | Risk Modeling | Risk Rating Models | Risk rating | SQL | SharePoint | Stress Testing | Version control
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Regions
Countries
States
Cities
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