Senior Analyst, Credit Risk Analytics

As a Sr. 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. This role will also need to support other closely related risk functions that includes IFRS-9, RWA, Economic Capital and stress testing. 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:

• Ensure the efficient and reliable implementation of risk model processes in SAS.
• Meet the objectives of risk model development, testing, and reporting for A-IRB, IFRS-9, and Economic Capital models.
• Realize robust and scalable analytics solutions that support credit risk management.
• Make sure all input/output quality controls and testing procedures are in place to ensure accuracy.
• Influence cross-functional teams by bridging business and IT with your dual expertise.
• Identify root causes of data anomalies and recommend process improvements.
• Take part in back-testing activities, including test development, result analysis, and reporting.
• Accompany stakeholders by providing timely and insightful analyses for senior management and regulators.
• Support related risk functions such as IFRS-9, RWA, Economic Capital, and stress testing.

Your Team
Within the Credit Risk Analytics sector, you are part of a team of 22 colleagues, reporting to the Senior Manager. Our team stands out for its expertise in model development, implementation, and risk reporting across IFRS-9, stress testing, and capital management. We aim to offer you maximum flexibility and quality of life, including a hybrid work environment and adaptable working hours.
Our training programs use on-the-job learning to help you master your role. You’ll have access to personalized training content on topics such as banking solutions and advisory approaches. You’ll also benefit from the diverse expertise and backgrounds of your colleagues, enriching your development in areas like risk programming, data analytics, and strategic reporting.
Prerequisites

• Hold a Master's degree in Financial Engineering, Finance, Economics, Statistics, Mathematics, or Computer Science, and have 2-3 years of experience in risk management; progression in CFA and/or FRM is considered an asset.
• Hold a SAS certification (or be in the process of completing it); this is considered an asset.
• Knowledge of credit risk modeling, back-testing, and programming languages such as SAS, Python, SQL, UNIX shell script, VBA, and DataStage.
• Experience in managing large datasets, ETL processes, web services, performance tuning, and automation scripting in a production environment.
• Being available to work under pressure and tight deadlines, with strong analytical, communication, and stakeholder management skills

Your benefits In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family.    * Health and wellness program, including many options * Flexible group insurance * Generous pension plan * Employee Share Ownership Plan * Employee and Family Assistance Program * Preferential banking services * Opportunities to get involved in community initiatives * Telemedicine service * Virtual sleep clinic    These are a few of the benefits available to you. We have an offer that keeps up with trends as well as your needs and those of your family.   Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We actively listen to employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.   We're putting people first We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on peoples' lives. Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We offer a barrier-free workplace that is accessible to all employees.     We want our recruitment process to be fully accessible. If you require accommodation, feel free to let us know during your first conversations with us. We welcome all candidates! What can you bring to our team?    Come live your ambitions with us!