Manager, Risk Data – Model Implementation

Jobtailor; Toronto; On-site; CAD 90,000 - 130,000; Full time

Job summary

Jobtailor is seeking a risk data and model implementation specialist to support end-to-end model lifecycles and integrate risk models into production systems. You will collaborate with model development, IT, and business units to translate requirements into actionable production tasks and to automate steps in the deployment and monitoring process.

The role emphasizes Python programming, SQL data handling, and knowledge of AIRB/IFRS9 frameworks, with a focus on building robust monitoring APIs and

Qualifications

• Degree in Computer Science, mathematics, mathematical finance, statistics, engineering, finance, or economics.
• 2+ years’ experience in risk model development or implementation with end-to-end lifecycle.
• Advanced database and programming skills in SQL and Python.
• Knowledge of Basel AIRB CAR guidelines, OSFI notes, and BCBS-239.
• Ability to present to senior management and manage stakeholders.

Responsibilities

• Support Enterprise Risk Management activities related to Model Implementation.
• Translate requirements into production model implementation requirements for IT and Business Units.
• Develop APIs and, where needed, GUIs for model monitoring frameworks.
• Collaborate with model development, validation, IT, and business units.
• Automate model implementation using cutting-edge technology.

Skills

Python programming

SQL

Risk model implementation

Cloud services

Education

Degree in Computer Science or quantitative field

Tools

Python Flask

FastAPI

Azure Cloud Services

Job description

• Report to the Director, Risk Data & Model Implementation
• Support Enterprise Risk Management activities related to Model Implementation
• Support model implementation and risk delivery and shape its future at the Bank
• Gather risk model implementation and ongoing monitoring requirements
• Translate requirements into production model implementation requirements for IT and Business Units
• Work with Model Development, Risk Reporting, and IT to build an efficient model development stream
• Contribute to Python-based monitoring solutions for AIRB, ICAAP, and IFRS9 models
• Document model specifications, production data attestation, and AIRB implementation details
• Test development and production data for implementation accuracy and reliability
• Develop APIs and, in some cases, GUIs for applications including the model monitoring framework
• Collaborate with model development, validation, IT, technology, and business-unit teams
• Automate model implementation using leading-edge technology
• Support end-to-end risk model testing across data, models, and downstream processes
• Design, develop, maintain, and run external-data loading and transformation processes
• Create and maintain data pipelines for external data providers
• Prepare summary statistics and ad-hoc analyses for model development and validation
• Prepare and submit internal default and loss data to GCD
• Maintain relationships with stakeholders and elevate complex project issues to the Director or senior leadership

Requirements

• Degree in Computer Science, Mathematics, Mathematical Finance, Statistics, Engineering, Finance, Economics, or equivalent quantitative background
• 2+ years’ experience in risk model development or implementation at other Banks or Fintechs, with proven expertise in end-to-end risk model lifecycle
• Advanced database and programming skills in object-oriented programming languages, including SQL and Python
• Familiarity with Python Flask/FastAPI and Azure Cloud Services required
• Knowledge of Basel AIRB CAR guidelines, OSFI Implementation Notes, and BCBS-239
• Knowledge of AIRB, IFRS 9, and ICAAP principles
• Ability to identify and raise key risks and provide Senior Management with viable options and recommendations
• Solid and proven communication and presentation skills
• All candidates considered for hire must successfully complete a criminal background check and credit check

Core Competencies

Demonstrates expertise in risk model implementation and development, with strong capabilities in Python programming, SQL, and familiarity with cloud services. Proven ability to collaborate across teams and communicate complex risk-related information effectively.

Highest-signal resume keywords

• Risk Model Development
• Python Programming
• SQL Database Skills
• Basel AIRB CAR Guidelines
• Model Testing and Validation

Hard Skills

• Risk Model Implementation
• End-to-End Risk Model Lifecycle
• Object-Oriented Programming
• Data Pipeline Creation
• Model Monitoring Solutions

Soft Skills

• Communication Skills
• Presentation Skills
• Stakeholder Relationship Management

Industry Keywords

• AIRB
• IFRS 9
• ICAAP
• OSFI Implementation Notes
• BCBS-239

Tools & Technologies

• Python Flask
• FastAPI
• Azure Cloud Services