Credit Risk Modelling Senior Associate (Toronto)

Overview

A career in our Financial Services Risk & Regulatory Group – Financial Risk Management Credit Risk Modelling practice will provide you with the opportunity to help financial institutions rethink their approach to risk by developing a distinctive strategy and creating capabilities and performance. Our team helps clients assess, design and develop credit risk solutions, manage risk and transform complexity into a sustainable advantage through predictive modelling, capital measurement, stress testing and model risk management.

Responsibilities

• Model development, validation and internal audit of retail and wholesale credit risk methodologies, including obligor and facility risk rating, Basel regulatory capital and economic capital models, and allowance for loan and lease loss models such as IFRS9.
• Assist assurance teams with reviews of client model development and validation processes.
• Develop and validate AI/ML/GenAI models fo...