Senior Credit Risk Modeler — IFRS9 & AIRB

EY; Toronto; On-site; CAD 110,000 - 160,000; Full time

Benefits offered by this job

Mental health benefits

Wellbeing benefit

Job summary

EY’s Financial Services Risk Management (FSRM) practice seeks a Senior Consultant with modelling experience in banking or consulting. This role can be based in Toronto or Montreal and requires English and French for Montreal.

You will develop and validate credit risk models and participate in risk transformation programs across client engagements. You’ll apply quantitative skills, advise on ICAAP, IFRS 9, and climate risk frameworks, and travel domestically to serve clients.

Qualifications

• Masters-level quantitative degree or equivalent experience
• Strong background in credit risk modelling (PD, LGD, EAD, ECL)
• Experience in banking or advisory services with modelling focus
• Knowledge of Basel II/III and IFRS 9 applicable to credit risk

Responsibilities

• Lead or support EY services in the market through business development, engagement planning and high-quality engagement execution
• Develop and validate credit risk models (AIRB, IFRS 9, stress testing)
• Participate in risk transformation programs and regulatory changes
• Travel to meet clients across Canada when required

Skills

Credit risk modelling

Quantitative analytics

Banking knowledge

Communication & presentation

Willingness to travel (Canada)

Education

Master’s degree in Finance/Economics/Math/Statistics/Engineering

Tools

Excel

SAS

SQL

R

Python

Job description

EY’s Financial Services Risk Management (FSRM) practice seeks a Senior Consultant with modelling experience in banking or consulting. This role can be based in Toronto or Montreal and requires English and French for Montreal.

You will develop and validate credit risk models and participate in risk transformation programs across client engagements. You’ll apply quantitative skills, advise on ICAAP, IFRS 9, and climate risk frameworks, and travel domestically to serve clients.