We are banking at another level.

Choosing BDC as your employer means working in a healthy inclusive and skilled workplace that puts forward the best conditions to bring together unique teams where employees are empowered to act. It also means being at the centre of ambitious economic and financial projects to see further and to do things differently to fuel the success of Canadian entrepreneurs.

Choosing BDC as your employer also means:

• Flexible and competitive benefits including an Employee Savings and Investment Plan where BDC matches part of your voluntary contributions a Defined Benefit Pension Plan a $750 wellness and health care spending account to name a few

• In addition to paid vacation each year five personal days sick days as necessary and our offices are closed from December 25 to January 1

• A hybrid work model that truly balances work and personal life

• Opportunities for learning training and development and much more...

POSITION OVERVIEW

The Senior Analyst Loss and Capital Modeling contributes to the development and monitoring of BDCs models used for economic capital general allowance and macro-economic based forecasting models. The incumbent will support improvements in model development practices risk and capital monitoring by incorporating best industry practices in risk modeling and advanced analytics.

CHALLENGES TO BE MET

• Create and develop BDCs IFRS9 provision economic capital and macro-economic based forecasting models in line with industry best practices;

• Keep abreast of developments in statistical and machine learning predictive modeling. Recommend and implement best practices ensuring BDCs models high quality;

• Understand and extract required data from the Banks systems (Azure Data Lake and structured databases);

• For model deployment in production provide a code following the best standards set-up the testing strategy and support the maintenance within a cross-functional team

• Monitor and backtest models on a regular basis; participate to model data ingestion under a collaborative and governed system;

• Develop and maintain quality documentation on model development backtesting for audit and validation including code versioning (GIT);

• Support the timely production of the Economic Capital and IFRS9 provision measures;

• Collaborate with relevant parties such as Validation Audit and IT throughout the model lifecycle.

WHAT WE ARE LOOKING FOR

• University degree in quantitative discipline such as Statistics Mathematics Econometrics (Masters preferred).

• Minimum of five years of relevant experience in quantitative predictive modelling including programming

• Strong quantitative skills including statistical modelling (time series estimator and optimization techniques) as well as Python programming language; well-developed ability to adapt to various environments (Azure DevOps on-premises/Cloud etc);

• Experience with extracting and manipulating data (SQL)

• Strong analytical skills and attention to detail

• Strong team player

• Good written and verbal communication skills

• Bilingual in both official languages (English & French)

Proudly one of Canadas Top 100 Employers and one of Canadas Best Diversity Employers we are committed to fostering a diverse equitable inclusive and accessible environment where all employees can thrive and feel empowered to bring their whole selves to work. If you require an accommodation to complete your application please do not hesitate to contact us at .

While we appreciate all applications we advise that only the candidates selected to participate in the recruitment process will be contacted.