Senior Analyst

As a Senior Analyst in the Credit Risk Analytics team at National Bank, you’ll be responsible for the IFRS-9 reporting and analytics, as well as IFRS-9 and stress testing model development and performance monitoring. 

This role will also need to support other closely related risk functions that includes RWA, Economic Capital and stress testing. With your strong analytical skills, experience in credit risk modeling, and knowledge of IFRS-9 and regulatory requirements, you’ll have a positive impact on NBC’s credit risk management through building advanced models, efficient and robust risk processes and providing insightful analyses to our senior management.

Your job:

• Develop and recalibrate IFRS-9 and stress testing models for the Bank’s wholesale and retail portfolios. Document the data selection, modeling techniques and implementation.
• Conduct model backtesting, monitor model performance and propose appropriate model actions ...