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 roadmap for model recalibration, enhancement, and continuous improvement in line with r...
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 roadmap for model recalibration, enhancement, and continuous improvement in line with r...