Risk model implementation manager supporting AIRB, ICAAP, and IFRS 9 delivery at EQ Bank. Building Python-based monitoring, data pipelines, and regulatory risk solutions.
Responsibilities
Report to the Director, Risk Data & Model Implementation
Support Enterprise Risk Management activities related to Model Implementation
Support model implementation and risk delivery and shape its future at the Bank
Gather risk model implementation and ongoing monitoring requirements
Translate requirements into production model implementation requirements for IT and Business Units
Work with Model Development, Risk Reporting, and IT to build an efficient model development stream
Contribute to Python-based monitoring solutions for AIRB, ICAAP, and IFRS9 models
Document model specifications, production data attestation, and AIRB implementation details
Test development and production data for implementation accuracy and reliability
Develop APIs and, in some cases, GUIs for applications including the model monitoring framework
Collaborate with model development, validation, IT, technology, and business-unit teams
Automate model implementation using leading-edge technology
Support end-to-end risk model testing across data, models, and downstream processes
Design, develop, maintain, and run external-data loading and transformation processes
Create and maintain data pipelines for external data providers
Prepare summary statistics and ad-hoc analyses for model development and validation
Prepare and submit internal default and loss data to GCD
Maintain relationships with stakeholders and escalate complex project issues to the Director or senior leadership
Requirements
Degree in Computer Science, Mathematics, Mathematical Finance, Statistics, Engineering, Finance, Economics, or equivalent quantitative background
2+ years’ experience in risk model development or implementation at other Banks or Fintechs, with proven expertise in end-to-end risk model lifecycle
Advanced database and programming skills in object-oriented programming languages, including SQL and Python
Familiarity with Python Flask/FastAPI and Azure Cloud Services required
Knowledge of Basel AIRB CAR guidelines, OSFI Implementation Notes, and BCBS-239
Knowledge of AIRB, IFRS 9, and ICAAP principles
Ability to identify and raise key risks and provide Senior Management with viable options and recommendations
Solid and proven communication and presentation skills
All candidates considered for hire must successfully complete a criminal background check and credit check
Benefits
Competitive discretionary bonus
Market leading RRSP match program
Medical, dental, vision, life, and disability benefits
Employee Share Purchase Plan
Maternity/Parental top-up
Generous vacation policy and personal days
Virtual events to connect with colleagues
Professional development and comprehensive Career Development program
Fulfilling opportunity to join a top FinTech and help create a new banking experience
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