Senior Analyst, Credit Risk Validation Toronto

Elevate your career as a Senior Analyst within the Enterprise Model Risk Management team. Focus on validating credit risk systems and methodologies using robust analytical techniques. In this role, you'll perform validations for Wholesale and Retail credit risk rating systems, including acquisition and account management models.

Your work will involve conducting analyses of AIRB parameters like Probability of Default and Loss given Default, ensuring compliance with regulations and model risk policies.

Your role will be pivotal in developing validation methodologies tailored to data availability.

Key Responsibilities

• Conduct ongoing validations for credit risk models
• Perform data reconciliation and statistical analysis
• Assess logic and accuracy of risk rating systems
• Develop effective validation methodologies
• Communicate findings and collaborate on solutions

Requirements

• Proven exper...