Chief Analyst Credit Risk Models
City : Montreal
Category : Regular Full-time
Industry : Finance
Employer : National Bank
National Bank is currently undergoing the most significant technological transformation in its history and has many career opportunities to offer. As a Chief Analyst Credit Risk Models, you will act as an expert in credit risk modeling to develop and roll out models intended to assess the credit risk of the Bank’s personal and business clients. You will act as a modeling team leader and share your knowledge and experience to help junior colleagues develop. Finally, you will guide management in strategic decision-making and help improve the way we do things.
- Define the approach and direct and develop PD, LGD, and EAD regulatory models
- Explain and defend the models developed to internal partners and regulatory authorities
- Actively engage with IT partners and business lines to ensure the models developed are understood and implemented
- Act as a modeling leader and expert for colleagues, internal and external partners, and on various committees
- Quickly identify model-related issues and problems, develop appropriate solutions, and ensure stakeholder buy-in
- Help the sector move forward in developing models and modeling techniques in line with regulatory requirements and advances made in the industry
We want to contribute to your quality of life by offering you as much flexibility as possible in your work. For example, we offer hybrid work (remote and in the office), work schedule arrangements to help you achieve work/life balance and flexible leave that you can take when it’s important to you.
- Master’s degree in mathematics, statistics, financial engineering, econometrics, or another related field and at least 5 years of relevant experience
- Experience developing statistical models
- Extensive knowledge of credit risk management and the Basel Accord
- Solid programming knowledge, preferably in SAS or SQL
- Bilingualism, spoken and written (English and French) as you will be dealing with English speaking partners
- Sound knowledge of IFRS 9 and its application, an asset
- Intellectual curiosity and a strong ability to learn and adapt
- Ability to influence and communicate effectively and easily with all hierarchical levels
In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family.
- Health and wellness program, including many options
- Flexible group insurance
- Generous pension plan
- Employee Share Ownership Plan
- Employee and Family Assistance Program
- Preferential banking services
- Initiatives promoting community involvement
- Telemedicine service
- Virtual sleep clinic
These are a few of the benefits available to you. We have an offer that keeps up with trends as well as your needs and those of your family.
Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We actively listen to employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.
We're putting people first :
We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on peoples' lives.
Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We offer a barrier-free workplace that is accessible to all employees.
We want our recruitment process to be fully accessible. If you require accommodations, feel free to let us know during your first conversations with us.
We welcome all candidates! What can you bring to our team?
Ready to live your ambitions?