Senior Manager, IFRS 9 Modelling & Analytics, Enterprise Stress Testing
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Posted on:
Yesterday
Vacancies:
1 Vacancy
Job Summary
Requisition ID: 248237
Join a purpose driven winning team committed to results in an inclusive and high-performing culture.
Contributes to the overall success of Enterprise Stress Testings IFRS 9 analytics and modelling function in Canada ensuring specific individual goals plans initiatives are executed / delivered in support of the teams business strategies and objectives. Ensures all activities conducted are in compliance with governing regulations internal policies and procedures.
Is this role right for you In this role you will:
- Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships systems and knowledge.
- Support senior committee approval of IFRS 9 models macroeconomic scenarios and scenario probability weights by measuring and explaining changes in expected credit losses (ECLs) arising from changes to models and macroeconomic conditions.
- Support Global Retail Provisions by performing detailed attribution of changes in ECLs to macroeconomic and portfolio composition changes ECL sensitivity analysis and occasional ad hoc analysis.
- Maintain and improve our analytics processes and documentation.
- Work with model developers and IT partners to implement IFRS 9 models in GCP or other Bank systems.
- Ensure accuracy of model outputs by performing quarterly SOX controls and supporting internal and external audit reviews.
- Understand how the Banks risk appetite and risk culture should be considered in day-to-day activities and decisions.
- Actively pursues effective and efficient operations of their respective areas in accordance with Scotiabanks Values its Code of Conduct and the Global Sales Principles while ensuring the adequacy adherence to and effectiveness of day-to-day business controls to meet obligations with respect to operational compliance AML/ATF/sanctions and conduct risk.
- Champions a high performance environment and contributes to an inclusive work environment.
Do you have the skills that will enable you to succeed in this role - Wed love to work with you if you have:
- An advanced degree in Computer Science Engineering Mathematics Physics Engineering or other quantitative discipline
- Domain expertise in retail credit risk and IFRS 9 provisioning
- 5 years of Python programming experience including pandas pyspark and data visualization
- 3 years developing and running processes in Linux
- 2 years of experience with R Google Cloud Platform and Git for collaborative development and software version control
Nice to have:
- 2 years managing a small team (1 to 3 direct reports)
- Power user of Microsoft Office (Excel Word PowerPoint)
- Experience developing Power BI dashboards
Whats in it for you
- An inclusive & collaborative working environment that encourages creativity curiosity and celebrates success!
- We offer a competitive rewards package: Performance bonus Employee Share Ownership Program and Pension Plan Matching Health Benefits from day one!
- Your career matters! You will have access to career development and progression opportunities.
Location(s): Canada : Ontario : Toronto
Scotiabank is a leading bank in the Americas. Guided by our purpose: for every future we help our customers their families and their communities achieve success through a broad range of advice products and services including personal and commercial banking wealth management and private banking corporate and investment banking and capital markets.
At Scotiabank we value the unique skills and experiences each individual brings to the Bank and are committed to creating and maintaining an inclusive and accessible environment for everyone. If you require accommodation (including but not limited to an accessible interview site alternate format documents ASL Interpreter or Assistive Technology) during the recruitment and selection process please let our Recruitment team know. If you require technical assistance please click here. Candidates must apply directly online to be considered for this role. We thank all applicants for their interest in a career at Scotiabank; however only those candidates who are selected for an interview will be contacted.
Required Experience:
Senior Manager
Key Skills
- Adobe Analytics
- Data Analytics
- SQL
- Attribution Modeling
- Power BI
- R
- Regression Analysis
- Data Visualization
- Tableau
- Data Mining
- SAS
- Analytics
About Company
Scotiabank is one of the leading foreign banks serving large national and multinational corporations in the U.S. through its Global Banking and Markets, Global Transaction Banking and Wealth Management business lines.
