Manager, IFRS9 Modelling & Analytics

Scotiabank; Toronto; On-site; CAD 70,000 - 90,000; Full time

Job summary

A leading bank in the Americas is seeking a candidate for a role focused on IFRS 9 analytics and modelling. You will contribute to integration of new IFRS 9 models and develop cloud functions in GCP. The ideal candidate has over 2 years of experience in Python, with strong skills in machine learning and data pipelines. This role offers opportunities in a customer-focused environment where inclusivity is valued. A flexible and collaborative approach is essential to succeed in this position.

Qualifications

• 2+ years of development experience in Python.
• Knowledge of R and ability to translate R code to Python.
• Experience in deploying machine learning models and data workflows.

Responsibilities

• Champion a customer-focused culture to deepen client relationships.
• Assess business requirements for integrating new IFRS 9 models.
• Work with model developers to prepare their code for production.

Skills

Python

NumPy

pandas

PySpark

R

Machine learning

Data pipelines

Linux

Git

Problem-solving

Communication

Education

Advanced degree in Computer Science, Engineering, Mathematics, Physics or other quantitative discipline

Job description

Overview

Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

Contributes to the overall success of the Enterprise Stress Testing’s IFRS 9 analytics and modelling function in Canada, ensuring specific individual goals, plans, initiatives are executed / delivered in support of the team’s business strategies and objectives. Ensures all activities conducted are in compliance with governing regulations, internal policies and procedures.

Responsibilities

• Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems and knowledge.
• Assess detailed business requirements for integration of new IFRS 9 models into production workflows, and generate technical solutions, leveraging industry best practices for design and implementation.
• Work with model developers to adopt their development code into production-ready cloud functions in GCP.
• Assist with testing and integration into larger IT workflows in development and staging environments in preparation for production deployment.
• Assist with running business-as-usual processes used to analyze macroeconomic forecasts, IFRS 9 model outputs, and changes in expected credit losses.
• Understand how the Bank’s 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 Scotiabank’s 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.

Qualifications

• 2+ years of Development experience in Python using NumPy, pandas, and PySpark
• Knowledge of R with ability to update existing processes and/or translate R code to Python
• Hands-on experience in creating, developing, and successfully deploying machine learning models, data pipelines, and/or advanced analytics workflows
• Hands on experience with Linux and Git
• A high degree of flexibility, strong organizational and time management skills are required.
• Adapts to change quickly and adjusts work accordingly in a positive manner.
• Strong problem-solving, collaboration, and communication skills.
• An advanced degree in Computer Science, Engineering, Mathematics, Physics, Engineering or other quantitative discipline
• Previous financial industry, credit risk, or IFRS 9 experience is a bonus

Location

Canada : Ontario : Toronto

About Scotiabank

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.