Manager, IFRS 9 Analytics

  • 1-2 Year(s)
  • Toronto
  •   Posted On: April 8, 2017
  •   Skills: 

Job Overview

Roles & Responsibilities

KEY ACCOUNTABILITIES: 

oCode, implement and deploy IFRS 9  models retail portfolio:

oReview and translate model constructs, methodologies and processes from model development documentations and pseudo codes using SAS or Python;

oProduce and maintain timely and detail documentation for all software codes implemented and deployed on model approaches, assumptions, model inputs used and modelling processes;

oMaintain all software codes implemented under the operational/production environment and support downstream analytical processes to produce parameter attribution impact of model parameters quarter over quarter.

EDUCATIONAL REQUIREMENTS:

Advanced degree in Economics, Finance, Statistics or other related quantitative discipline. 

SKILLS:

Experience:

  • 1-2 years’ experience in credit risk Analytics for either retail or wholesale products
  • Excellent knowledge in data mining, business intelligence and computer programming
  • Knowledge of regulations and current regulatory issues related to stress testing, capital requirements and risk management. (e.g., CCAR, Basel)

Technical:

  • Excellent software coding skills in either SAS or Python to implement statistical models.
  • Strong computer skills in organizing and manipulating large amounts of data (Advanced MS Excel/Access, VBA, SQL, R, MATLAB or SAS)
  • Quantitative Analytics skills (e.g., advanced statistical models, econometric models)

About Scotia Bank

The Bank of Nova Scotia (French: Banque de la Nouvelle-Écosse), operating as Scotiabank (French: Banque Scotia), is a Canadian multinational bank. It is the third largest bank in Canada by deposits and market capitalization. It serves more than 23 million customers in over 55 countries around the world and offers a range of products and services including personal and commercial banking, wealth management, corporate and investment banking. With assets of $896.487 billion, Scotiabank shares trade on the Toronto and New York Stock Exchanges.

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