Senior Analyst, Credit Risk Analytics

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.

Languages:

English

Skills

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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!