Senior Associate - Quant Modeling

About the role

As a Portfolio Risk Modeling Senior Associate within Consumer & Community Banking Risk Management, you will support critical statistical development projects and related analysis. You will design, develop, test, and validate statistical models for risk weight calculation, risk forecasting, and model performance monitoring.

What you'll do

• Design statistical models for risk weight calculation, risk forecasting, and model performance monitoring
• Develop statistical models and related analytics to support critical development projects
• Test models and supporting code to ensure accuracy and stability
• Validate models and monitoring approaches, including documenting model performance
• Perform data extraction, sampling, and statistical analyses using techniques such as logistic regression, multinomial regression, multivariate analysis

What you need

• 5–9 yrs of experience
• Machine learning
• Python
• Statistics
• AWS
• R
• Spark
• PhD

Good to have

• IFRS