Enterprise Stress Testing Manager Role
Location
toronto, on
Job Type
Full-time
Category
Other-General
Posted
May 31, 2026
Take on the challenge of managing enterprise stress testing at an esteemed bank in Toronto. This pivotal role requires strong technical skills to enhance credit risk models and testing methodologies.
As the Manager for IFRS9 Modelling, you will lead the charge in providing insights through effective stress testing of the Bank's retail portfolio. Your work will focus on developing models that forecast credit risks and support senior management in sound decision-making through empirical data and analysis.
Key Responsibilities:
• Create and develop models for credit risk stress testing
• Apply models to produce ECL, PCL, and RWA results
• Analyze outcomes for accuracy and explanatory quality
• Explore emerging risk themes relevant to credit markets
• Work closely with cross-functional teams for compliance
Requirements:
• Advanced degree in Data Science, Finance, or related area
• Proven expertise in statistical analysis and econometrics
• Strong Python ski...
As the Manager for IFRS9 Modelling, you will lead the charge in providing insights through effective stress testing of the Bank's retail portfolio. Your work will focus on developing models that forecast credit risks and support senior management in sound decision-making through empirical data and analysis.
Key Responsibilities:
• Create and develop models for credit risk stress testing
• Apply models to produce ECL, PCL, and RWA results
• Analyze outcomes for accuracy and explanatory quality
• Explore emerging risk themes relevant to credit markets
• Work closely with cross-functional teams for compliance
Requirements:
• Advanced degree in Data Science, Finance, or related area
• Proven expertise in statistical analysis and econometrics
• Strong Python ski...