Risk Analyst IV

1 week ago


Toronto, Canada ICONMA Full time

Our Client, a Banking company, is looking for a Risk Analyst IV for their Toronto, ON / Hybrid location. Responsibilities The role will work on the development and implementation of stress testing model for the US commercial portfolio, and perform analytics activities, ensuring business strategies and initiatives are delivered in compliance with Client Model Risk Policy and relevant Data Governance requirements. This position provides excellent learning and career opportunities in a highly professional and motivated team environment, and exposure to high‑paced and impactful modeling projects and a wide variety of internal and external stakeholders. Implement and enhance credit risk stress testing/forecasting models. Assist with analytics and reporting activities such as scenario analysis, sensitivity analysis, attribution analysis, impact assessment, etc. Build and maintain analytics platforms for the above. Effectively communicate model methodology and maintain well‑articulated documentation. Ensure compliance with the Client Model Risk Policy & relevant Data Governance requirements. Maintain and contribute to the enhancement of the current models and develop credit risk models for new business lines as required. Requirements Graduate Degree in Statistics, Mathematics, Financial Engineering, Economics, or other related quantitative disciplines Coding experience in SAS Knowledge of credit risk models or stress testing models/processes Excellent communication skills (written and verbal) Strong conceptual, analytical, and problem‑solving skills Ability to read and write Python/MATLAB/C++ code is an asset Experience of developing credit risk models or stress testing models for Bank's lending portfolios Knowledge of credit risk models such as BASEI III Capital framework, credit risk parameters (PD,LGD,EAD), stress testing methodologies, IFRS 9 forward‑looking methodologies is an asset. Why Should You Apply? Health Benefits Referral Program Excellent growth and advancement opportunities As an equal opportunity employer, ICONMA provides an employment environment that supports and encourages the abilities of all persons without regard to race, color, religion, gender, sexual orientation, gender identity or express, ethnicity, national origin, age, disability status, political affiliation, genetics, marital status, protected veteran status, or any other characteristic protected by federal, state, or local laws. #J-18808-Ljbffr


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