Description
As a Senior Analyst in the Credit Risk Analytics team at National Bank, you’ll be responsible for the A-IRB model implementation, credit risk data analytics, and back-testing of the credit risk models such as A-RIB, IFRS-9 and Economic Capital models. With your strong programming and data analytics skills, your experience in implementing large and complex systems and your knowledge in technology, credit risk modeling and back-testing, you’ll have a positive impact on NBC’s credit risk management through building efficient and robust risk processes and providing insightful analyses to our senior management.
Your role:
- Understand the risk model requirements, then design and implement the risk model process efficiently and reliability in SAS.
- Build unit test, regression test and input/output quality control processes to ensure the correctness of the results.
- Bridge between business and IT teams with strong knowledge in both risk and technology.
- Identify, recommend, and implement process improvement opportunities.
- Conduct in-depth investigation on data observations and find out root causes.
- Conduct insightful impact analysis for risk movements, model updates, data migration, and process changes.
- Coordinate with upstream and downstream and plan out risk production activities.
- Contribute in back-testing activities, such as test development, result generation, investigation, and report preparation.
- Communicate effectively with stakeholders to ensure the required information is delivered in a timely manner.
- Support ad-hoc data analytics requests from senior management and regulators in a precise and efficient manner.
Your team
As part of the Credit Risk Analytics sector, you’ll be on a team of 22 of colleagues and you’ll report to the Senior Manager. Our team stands out for expertise in model development, model implementation and risk reporting in IFRS-9, stress testing and capital areas. As some processes are part of the Bank’s month-end or quarter-end reporting to the public or to the regulators, we may work under tight deadline and pressure sometimes. We offer a wide range of ongoing learning opportunities for your development, including coaching, hands-on learning, training courses and through the collaborating with colleagues who have varied expertise and profiles such as risk programming, in-depth data analytics, model development, and presentation to senior management.
Prerequisites
- Masters in a relevant field such as Financial Engineering, Finance, Economics, Statistics, Mathematics and Computer Science.
- Completion or progression in CFA and/or FRM would be an asset.
- Completion of SAS certification would be an asset.
- Minimum 2-3 years of professional experience in risk management areas. Previous risk reporting and programming experience in Canada would be an asset.
- Hands-on experience in coding, operating, and maintaining production level risk processes, managing, reconciling, and interpreting large and complex enterprise level datasets.
- Hands-on experience in ETL, web services, performance tuning, and script automation.
- Ability to program and code review for SAS, UNIX shell script, Python, MS Excel (VBA), SQL, and DataStage.
- In-depth understanding of credit risk modeling and back-testing.
- Excellent analytical skills to identify the causes of risk changes and impact to business and strategy.
- Business and/or technical writing with clear and concise written communication skills.
- Strong stakeholder management, relationship management and influencing skills.
- Strong attention to details and the ability to understand the big picture.
- Demonstrated ability to work under pressure and tight deadline.
- Exceptional critical thinking skills, learning skills and ability to work independently with limited guidance.
