Manager, IFRS9 Modelling, Enterprise Stress Testing

Title: Manager, IFRS9 Modelling, Enterprise Stress Testing

Requisition ID:

Enterprise Stress Testing’s (“EST”) mandate is to design and run the Bank’s stress testing program. We need a strong individual to help with credit risk stress testing of the Bank’s retail portfolio. You will get the opportunities to apply your technical skillset and analytical mindset in building credit risk models and providing stress testing insights across geographies and products. This role has the potential for direct impact on business strategy with stress testing as a decision‑making tool by senior management in Global Risk Management as well as Finance executives and the Board.

In this role you, will:

• Model Development: Design and develop credit risk stress testing models that forecast credit quality migration under stressed macroeconomic conditions for retail portfolio. This involves models for PD, downgrade rates, and LGD.