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 ...