Senior Analyst, Credit Risk Analytics

National Bank of Canada; Richmond Hill; On-site; CAD 80,000 - 100,000; Full time

Job summary

A leading financial institution in Canada is looking for a Senior Analyst in Credit Risk Analytics. You will enhance credit risk management processes through analysis, model implementation, and effective communication with stakeholders. Ideal candidates have a relevant master's degree and experience in risk management. This full-time position offers competitive compensation and a range of benefits.

Benefits

Health and wellness programs

Flexible insurance

Pension

Employee share plans

Community involvement programs

Qualifications

• 2-3 years of professional risk management experience.
• Experience with risk reporting and programming in Canada preferred.
• Deep understanding of credit risk modeling and back-testing.

Responsibilities

• Implement A-IRB model processes efficiently in SAS.
• Conduct impact analyses for risk movements.
• Communicate effectively with stakeholders.

Skills

Programming skills in SAS

Data analytics

Strong analytical skills

Stakeholder management

Ability to work under pressure

Education

Masters in Financial Engineering, Finance, Economics, Statistics, Mathematics, or Computer Science

Tools

SAS

SQL

Python

VBA

DataStage

Job description

Join us to apply for the Senior Analyst, Credit Risk Analytics role at National Bank of Canada .

As a Senior Analyst in the Credit Risk Analytics team at National Bank, you will be responsible for A-IRB model implementation, credit risk data analytics, and back-testing of credit risk models such as A-IRB, IFRS-9, and Economic Capital models. Your strong programming and data analytics skills, along with experience in implementing large systems and knowledge of credit risk modeling, will contribute to enhancing NBC's credit risk management through efficient risk processes and insightful analyses for senior management.

Your role includes :

• Understanding risk model requirements, designing, and implementing risk model processes efficiently in SAS.
• Building unit tests, regression tests, and quality control processes to ensure result accuracy.
• Bridging between business and IT teams with strong risk and technology knowledge.
• Identifying and implementing process improvements.
• Investigating data observations and root causes.
• Conducting impact analyses for risk movements, model updates, data migrations, and process changes.
• Coordinating risk production activities with upstream and downstream teams.
• Contributing to back-testing activities including test development, result analysis, and reporting.
• Communicating effectively with stakeholders to deliver timely information.
• Supporting ad-hoc data analytics requests from management and regulators.

Your team

You will be part of a team of 22 colleagues in the Credit Risk Analytics sector, reporting to the Senior Manager. Our team specializes in model development, implementation, and risk reporting in IFRS-9, stress testing, and capital areas. Due to the nature of our processes, you may work under tight deadlines during month-end or quarter-end reporting. We offer ongoing learning opportunities including coaching, training, and collaboration with colleagues with diverse expertise.

Prerequisites include :

Masters in Financial Engineering, Finance, Economics, Statistics, Mathematics, or Computer Science.

Progression in CFA and / or FRM is an asset.

SAS certification is an asset.

2-3 years of professional risk management experience, with risk reporting and programming experience in Canada preferred.

Experience managing large datasets, ETL, web services, and automation.

Proficiency in SAS, UNIX shell scripting, Python, VBA, SQL, and DataStage.

Deep understanding of credit risk modeling and back-testing.

Strong analytical, communication, stakeholder management, and detail-oriented skills.

Ability to work under pressure and independently.

Benefits

We offer competitive compensation and a wide range of benefits including health and wellness programs, flexible insurance, pension, employee share plans, assistance programs, banking services, community involvement, telemedicine, and more.

Our workplace promotes inclusivity, accessibility, and continuous feedback. We welcome all candidates and are committed to providing accommodations during the recruitment process.

Come live your ambitions with us!

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance and Sales

Industries

Banking

This job posting is active. We look forward to your application!

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