Risk Management Data Analyst
hace 2 días
Risk Management Framework:
Scotiabank's Risk Management Framework provides a comprehensive approach to managing risk across the organization. As a member of our Global Model Risk Management team, you will play a critical role in ensuring the soundness and integrity of our risk management framework.
About the Job:
This is an exciting opportunity to work with a dynamic team of risk professionals who are passionate about delivering exceptional results. As a Senior Analyst, Model Validation, you will be responsible for validating IFRS9 provisioning models for retail and business banking portfolios, including all parameters (PD, LGD, Lifetime, SIR, EAD) and ECL assessment.
Main Responsibilities:
- Conduct annual review of market valuation models (valuation of financial instruments, pricing of them or VAR models).
- Validate retail scoring (adjudication/behaviour/collection) models and non-retail adjudication models.
- Communicate validation results and findings to model owners, prompting appropriate action to address identified deficiencies.
- Maintain accurate and complete records of validation activities and submissions to Manager/Senior Manager.
Requirements:
- 1.5 years of experience in data management or data architecture.
- Knowledge of risk predictive models, time series, and mathematical statistics.
- Ability to effectively utilize relational databases and SQL queries for data analysis.
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