Manager, Counterparty Credit Risk Capital Analytics

Manager, Counterparty Credit Risk Capital Analytics Join a purpose‑driven winning team, committed to results, in an inclusive and high‑performing culture. As part of Global Risk Management, the Counterparty Credit Risk Measurement (CCRM) team delivers reporting, analytics, and insights to the Bank’s non‑retail business lines. The CCR Capital Analytics team specializes in regulatory capital for Counterparty Credit Default Risk and Credit Value Adjustment (CVA). The incumbent will contribute to the development and maintenance of the Bank’s CCR capital system, produce various reports, and conduct related analysis. Responsibilities Maintain up‑to‑date knowledge of regulatory guidance on CCR and CVA capital, ensuring effective interpretation and implementation across capital process, reporting, controls, and stakeholder communication. Conduct quantitative and technical reviews of the capital processes, including implementation and enhancement of end‑to‑end workflows, applying statistical/mathematical tests, developing new techniques, and coding to assess model performance while ensuring compliance with internal policies and regulatory requirements. Report CCR and CVA capital timely with quality, ensuring completeness, accuracy, and consistency. Deliver ad‑hoc capital analysis and collaborate with business lines and financial key stakeholders to support understanding of CCR/CVA capital calculations. Develop and implement Power BI analytics dashboards for CCR/CVA capital reporting, enabling drill‑down analysis and key driver identification to support capital efficiency management. Collaborate with front office, technology, and users to support investigations and resolutions. Develop and automate control processes to proactively identify data challenges affecting accuracy of CCR/CVA capital; collaborate with data governance to drive resolution. Provide direct support to resolve audit and regulatory issues, and actively respond to ad‑hoc requests from senior management and regulators. Skills & Qualifications Education & Credentials: Graduate degree (MS or Ph.D. preferred) in a quantitative discipline (Finance, Mathematics, Statistics, Econometrics, Physics, Computer Science, Financial Mathematics, Financial Engineering). Industry certification (e.g., CFA, FRM) is an asset. Technical Expertise: Working knowledge of derivative pricing models, CCR default capital (IMM & SA‑CCR), CVA modeling, CVA capital (SA‑CVA, BA‑CVA), and market data. Product Knowledge: Familiar with various trading products, including interest rate, foreign exchange, credit derivatives, equities, commodities, and securities financing transactions. Communication Skills: Excellent written, verbal and presentation skills to effectively advise and communicate with diverse stakeholders. Modeling & Analysis: Sound understanding of modeling techniques and ability to conduct various statistical and technical tests. Technical Skills: Proficient in SQL, Python, Unix bash scripting; familiar with Git and Docker/Bitbucket. Knowledge of databases and BI tools (especially MS Power BI) is an asset. Professional Attributes: Strong ability to manage multiple priorities efficiently, with attention to detail and the ability to work independently or collaboratively. Skilled in building consensus across teams. Benefits The opportunity to join a forward‑thinking company surrounded by a collaborative team of innovative thinkers. A rewarding career path with diverse opportunities for professional development. Internal development to support your growth and enhance your skills. A competitive compensation and benefits package. An organization committed to making a difference in our communities – for you and our customers. We have an inclusive and collaborative working environment that encourages creativity, curiosity, and celebrates success Location: Canada – Ontario – Toronto Employment type: Full‑time Seniority level: Mid‑senior level #J-18808-Ljbffr