Job Description
A career as senior director analytics in the Credit Risk Analytics team at National Bank means acting as a leader in credit risk model development and governance. This role allows you to have a positive impact on the organization by leveraging your expertise in credit risk analytics, regulatory frameworks, and advanced modeling to support sound decision-making and robust risk management practices.
Your role
- Mobilize, develop and lead the team of experts in model development performance monitoring, back-testing and benchmarking.
- Lead the development and evolution of IFRS 9 credit risk models, including probability of default, loss given default, exposure at default, and staging models for Retail and Wholesale portfolios
- Oversee model performance monitoring activities, including back-testing, benchmarking, and readiness for validation
- Define and execute the roadmap for model recalibration, enhancement, and continuous improvemen...