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Senior Manager, Model Development - Internal Ratings Management
Location:
Toronto
Description:
Requisition ID: 191082 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Purpose: The Senior Manager, Model Development is responsible for d eveloping models for Business Banking Borrower Risk Ratings. Internal Ratings Management (IRM) is responsible for: Design, select, implement, maintain, review, provide user support for, and ensure the performance of Business Banking AIRB models i. e. Borrower Risk Rating, Probability of Default (PD), Loss-Given-Default (LGD), Exposure-At-Default (EAD), and Usage-Given-Default (UGD). Business Banking IFRS9 Expected Credit Loss (ECL) models. Ensure ongoing compliance with OSFI requirements for Business Banking AIRB models, and Business Banking IFRS9 ECL models. Provide input and support for responding to questions from local regulators of BNS subsidiaries and branches. Provide quantitative input and support to internal teams to measure, manage, and report Credit Risk. Major Accountabilities: Design and implement models for Business Banking Borrower Risk Ratings Performing data mining and statistical analysis on the Bank’s data related to borrower risk rating modeling Performing quantitative and qualitative analysis Conducting research and analysis of applicable methodologies Ensuring effective and efficient communications with Credit and Banking groups and other relevant stakeholders during the model development process Implementing and maintaining a rigorous framework of internal controls and comprehensive documentation related to borrower risk rating models Communicating with Credit and Banking groups to ensure the correct usage of models and the model limitations are properly understood Develop and maintain sound methodology for monitoring model performance, which allows us to identify problematic models promptly to ensure timely recalibration of models and better serve business needs. Develop and maintain model documents for Business Banking Borrower. Visit ListedBuy for more information.
Company:
Scotiabank
Posted:
January 11 on ListedBuy
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Senior Manager, Model Development - Internal Ratings Management is a Other Art & Media Jobs Model Job at Scotiabank located in United States. Find other listings like Senior Manager, Model Development - Internal Ratings Management by searching Oodle for Other Art & Media Jobs Model Jobs.
Senior Manager, Model Development - Internal Ratings Management is a Other Art & Media Jobs Model Job at Scotiabank located in United States. Find other listings like Senior Manager, Model Development - Internal Ratings Management by searching Oodle for Other Art & Media Jobs Model Jobs.