Director, Model Quantification

CIBC

Toronto, ON, CA
Competitive salary; incentive pyy included; benefi...
Hybrid
5+ years wholesale obligor credit rating modeling experience
Graduate degree in statistics mathematics finance or economics
Proficiency in sas python r database management and excel
This role involves designing and monitoring the bank's risk rating methodologies for wholesale portfolios to calculate regulatory and economic capital

Job Summary

  • This role involves designing and monitoring the bank's risk rating methodologies for wholesale portfolios to calculate regulatory and economic capital.
  • The successful candidate will lead discussions on model development, validation, and implementation while ensuring comprehensive documentation is created.
  • CIBC offers a competitive salary, incentive pay, banking benefits, a defined benefit pension plan, and a culture that supports hybrid work arrangements.

Matching Summary

This role involves designing and monitoring the bank's risk rating methodologies for wholesale portfolios to calculate regulatory and economic capital.

Salary

Competitive salary; Incentive pay included; Benefits program and pension plan offered

Skills & Requirements

Must-have

  • 5+ years wholesale obligor credit rating modeling experience
  • Graduate degree in Statistics Mathematics Finance or Economics
  • Proficiency in SAS Python R database management and Excel

Nice-to-have

  • Knowledge of Basel regulatory capital requirements
  • Passion for continuous learning and professional growth
  • Experience with risk rating systems design

Key Requirements

  • Ph.D. or M.Sc. in quantitative field
  • 5+ years relevant experience in credit rating modeling
  • Legal eligibility to work in Canada

Work Rights

Must be legally eligible to work in Canada

Tailored Resume

Cover Letter