Senior Quantitative Analyst, Ifrs Stress Testing Models

CIBC

Toronto, Canada
Hybrid
Credit risk quantification (pd, lgd, ead)
Sas statistical procedures and techniques
Forecasting and stress testing models
You will contribute to the design, development, documentation, implementation, use, and monitoring of forecasting & stress testing models for the Wholesale and Retail credit portfolios

Job Summary

  • You will contribute to the design, development, documentation, implementation, use, and monitoring of forecasting & stress testing models for the Wholesale and Retail credit portfolios.
  • You will estimate potential losses and regulatory capital requirements under forecasted/stress scenarios for the Wholesale and Retail portfolios.
  • CIBC offers a competitive salary, incentive pay, banking benefits, a benefits program, defined benefit pension plan, an employee share purchase plan, a vacation offering, wellbeing support, and MomentMakers.

Matching Summary

You will contribute to the design, development, documentation, implementation, use, and monitoring of forecasting & stress testing models for the Wholesale and Retail credit portfolios.

Skills & Requirements

Must-have

  • Credit risk quantification (PD, LGD, EAD)
  • SAS statistical procedures and techniques
  • Forecasting and stress testing models
  • IFRS 9 Expected Credit Loss
  • Time series modeling

Nice-to-have

  • Digital savvy and adaptable
  • Communicating detailed information impactfully
  • Critical thinking and problem-solving
  • Embracing evolving technologies

Key Requirements

  • M.Sc. or Ph.D. in quantitative field
  • Legally eligible to work in Canada
  • Proficiency with SAS

Work Rights

Legally eligible to work

Tailored Resume

Cover Letter