Senior IFRS 9 Credit Risk Quantification Analyst

Laurentian Bank; Montreal (administrative region); On-site; CAD 75,000 - 115,000; Full time

Job summary

Laurentian Bank in Montreal seeks a Senior Analyst to contribute to IFRS 9 provision calculations and the deployment of analytical tools for monitoring credit risk. The role involves analyzing data, explaining variances, and supporting internal clients across the bank’s risk framework.

The incumbent will develop dashboards, monitor portfolio performance, and study risk indicators to propose improvements to strategies and processes within a 12‑month, temporary assignment.

Qualifications

• University degree in data science and business analytics, mathematics, physics, statistics, actuarial science, engineering, econometrics, finance, or related field.
• 3–5 years of experience with SAS modules in risk management.

Responsibilities

• Participate in production of IFRS 9 provision calculations, interpret data, explain variances, and assess implications.
• Advise and support internal clients within area of expertise.
• Maintain effective communication with stakeholders.
• Develop and deploy dashboards to monitor credit portfolio performance.
• Analyze credit portfolio indicators and identify loss trends; propose improvements.

Skills

Analytical mindset

Communication skills

Problem solving

Team collaboration

Bilingual French-English

Education

University degree in data science / analytics / finance

Tools

SQL

SAS EG/EM

Risk management tools

Job description

Laurentian Bank in Montreal seeks a Senior Analyst to contribute to IFRS 9 provision calculations and the deployment of analytical tools for monitoring credit risk. The role involves analyzing data, explaining variances, and supporting internal clients across the bank’s risk framework.

The incumbent will develop dashboards, monitor portfolio performance, and study risk indicators to propose improvements to strategies and processes within a 12‑month, temporary assignment.