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Manager, Retail Provisions Analytics (12 Month Contract)
Location:
Toronto
Description:
Requisition ID: 189258 Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture. Purpose of Job: The banking industry is moving towards IFRS 9 as a forward-looking model for measuring credit losses. This mandatory industry wide change will come into effect from 2018. The successful candidate will join the GRM Provisions team to assist the development of the effective provisioning methodologies that comply with the new IFRS 9 requirements, in particular to incorporate forward looking information into ECL and provisioning estimation. The GRP Provisions team will develop PD/LGD/EAD models in conjunction with other modeling teams in line with model development standards. This process will require comprehensive and transparent assisting documentation that are submitted to validation for model approval and implementation. Job Responsibilities: Formalize, test and implement recalibrated and new IFRS 9 ECL models, Manage and analyse historical data to assist perform and assist recurring and new adjustment estimation; Design and implement robust and modular statistical software codes to generate the end-to-end portfolio ECL generation process in the in a local End-user environment including all risk parameters and post model adjustment sub-routines. Document all design and code implementation of approaches, data ETL, assumptions, model inputs used and modelling processes; Test (Business Acceptance) for functional and equivalency Perform input data validation and output validation for models and reports as Conduct variance investigations to identify root cause to enable defect resolution including updates to business logic for new or derived variables in source data mapping Develop, execute, and document results of test cases for unique model configurations across workflow including forward looking adjustments and ECL calculations Partner with other IFRS 9 project teams in integrating the FLI model output to. Visit ListedBuy for more information.
Company:
Scotiabank
Posted:
December 7 2023 on ListedBuy
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More About this Listing: Manager, Retail Provisions Analytics (12 Month Contract)
Manager, Retail Provisions Analytics (12 Month Contract) is a Other Art & Media Jobs Retail Worker Job at Scotiabank located in United States. Find other listings like Manager, Retail Provisions Analytics (12 Month Contract) by searching Oodle for Other Art & Media Jobs Retail Worker Jobs.
Manager, Retail Provisions Analytics (12 Month Contract) is a Other Art & Media Jobs Retail Worker Job at Scotiabank located in United States. Find other listings like Manager, Retail Provisions Analytics (12 Month Contract) by searching Oodle for Other Art & Media Jobs Retail Worker Jobs.