Ifrs 9 / Credit Risk Modeler X 2
3 months ago
**FRS 9 / Credit Risk Modeler - JOB-27180**
Prospective Start Date: 16 Sep 2024
Prospective End Date: 14 Mar 2025
Location: Toronto, ON,
Physical Presence: Hybrid - 2 days per week in office
**Job Overview**:
**Key Responsibilities**:
- **Model Development**: Design, develop, and implement credit risk models, focusing on Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) concepts.
- **Technical Expertise**: Utilize **Python** and **PySpark** for model development, ensuring accuracy, scalability, and performance.
- **Collaboration**: Work closely with cross-functional teams, including data scientists, analysts, and risk management professionals, to deliver high-quality models.
**Required Skills & Qualifications**:
- **Experience**:
- Minimum of 4 years of experience in risk modeling.
- Strong background in credit risk modeling, including PD, LGD, and EAD concepts.
- Proven experience in IFRS 9 and CECL modeling.
- **Technical Skills**:
- Proficiency in **Python** and **PySpark** for model development.
- Experience with large-scale data processing and analysis.
- **Analytical Abilities**: Strong quantitative and analytical skills with a keen attention to detail.
- **Communication**: Excellent communication skills, with the ability to convey complex concepts to both technical and non-technical stakeholders.
**Preferred Qualifications**:
- Prior experience working in financial institutions or with regulatory bodies.
- Familiarity with other programming languages or tools used in risk modeling.
Rate / Salary
$ - $
Sector
Financial - Banking
Category
Risk Modeler Contract
Skills / Experience
4+ years of risk modeling experience -Credit risk modeling (PD, LGD, EAD modeling concepts) -IFRS9/CECL modeling -Python -PySpark
**Benefits**:
Not Specified
Our Reference
JOB-27180
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