As a Manager, you will report directly to a Senior Manager or Director and be a critical member of a team overseeing risk parameter estimation models, and related internal and regulatory processes. You will support – from conception through execution and governance – the credit risk parameter estimation models covering the Bank’s AIRB Business Banking portfolio. You will collaborate, on a regular basis, with a wide range of stakeholders and internal partners including Model Validation and Governance, Finance, Business Lines Partners, Compliance and Audit.
You will have access to a modern machine learning stack that includes open source development environments, and data visualization business intelligence tools.
Under the guidance of your Director, your team of risk modeling experts will use these tools to develop advanced risk estimation models that will be used to make decisions worth billions every month and therefore they need to be not only precise and accurate, but highly stable, explainable, compliant, secure and useful. You will be responsible for understanding the goals & priorities set for you, executing them efficiently with a perpetual eye on quality, asking questions often and delivering results in harmony with your teammates.
Sample projects that you might work on include:
