- Based in Toronto, Canada. You must be legally entitled to work in Canada prior to submitting an application to this job posting.
- Actively participate in the design and implementation of the IFRS-9 end-to-end processes with a focus on risk.
- Collaborate with key stakeholders in the IFRS-9 project, including Finance, Project Management, Model Validation, Risk Management, Modelling, Business Intelligence and Internal Audit.
- Support the development of data infrastructure required for IFRS-9 and Economic Capital production.
- Build IFRS-9 and Economic Capital models that meet both internal and regulatory requirements.
- Develop code in SAS for ECL and Economic Capital calculations, analysis and reporting.
- Contribute to A-IRB development and implementation program in line with emerging regulatory expectations.