Come join the Credit and Climate Risks Stress Testing team as an expert in modelling, analysis, and reporting. You will get to help improve the Bank’s risk management and resilience while working in a dynamic and friendly environment. 

Want to find out more?
Your main responsibilities:

• Act as a quantitative expert on Stress Testing models and processes with colleagues, partners, internal and external committees, and the regulator.
• Develop/update Stress Testing models and methodologies for Personal and Commercial Banking in line with industry best practices and regulatory requirements. 
• Defend the methodologies developed in internal committees and ensure that they meet regulatory requirements.
• Lead the deployment of Stress Testing models and manage ecosystem dependencies and impacts.
• Lead production, analysis and reporting for Credit and Climate Stress Testing exercises in executive committees or any other regulatory or governance body.
• Actively participate to annual Bank-wide Stress Testing exercises by collaborating with all stakeholders: Risk Management, Capital Management, Finances, Economics and Strategy groups.
• Help and support business partners understand et Stress Testing applications.
• Assist the manager in implementing the strategic vision with respect to Credit and Climate Risks Stress Testing models.

• Bachelor’s degree in financial engineering, economics, statistics, mathematics, econometrics or another related field and 5 years of relevant experience or master's degree and 3 years of relevant experience.
• Proven experience and expertise in credit risk modelling.
• Knowledge of allowance calculation models under IFRS 9.
• Knowledge of programming in SAS or SQL and of the Bank's Credit Risk data environments.
• CFA, FRM or PRM certification, an asset.
• High level of autonomy, sense of initiative, attention to detail, leadership skills.
• Superior ability to learn and adapt. 
• Ability to work under pressure and meet tight deadlines.
• Very good communication skills and the ability to explain in non-technical language.
• Bilingualism, both spoken and written (English and French).

Interested in the position? Apply now!

Your benefits
Upon hiring, you will be eligible for a wide range of benefits. In addition to competitive compensation, we offer attractive benefits for you and your family:

• Health and wellness program, including many benefits
• Flexible group insurance
• Defined benefit pension plan
• Employee Share Ownership Plan
• Employee and family assistance program
• Preferred banking services 
• Volunteer program
• Telemedicine
• Virtual sleep clinic

These are just a few of the many benefits we offer. We've rolled out a number of additional measures to ensure your health, safety and wellbeing during the pandemic.