Manager, IFRS9 Modelling, Enterprise Stress Testing

Scotiabank
Full-time Toronto, Ontario Computer Occupations
Posted:
June 12, 2026
Location:
Toronto, Ontario, Canada

Job Description

Is this role right for you?

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.

  • Stress Test Implementation: Apply these models to generate stress testing results – including ECL, PCL, and RWA – under various macroeconomic scenarios. Continuously optimize code repositories to ensure efficiency, accuracy, and production-readiness.

  • Result Analysis and Reporting: Conduct detailed analysis to validate the accuracy and explainability of model outputs. Develop robust data visualization tools and standards to support complex scenario analysis. Prepare and deliver stress testing reports to internal stakeholders and external regulators, including OSFI.

  • Emerging Risk Analysis: Perform supplementary analyses and develop methodologies to address emergin...
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    Job Overview

    Job Type: Full-time
    Location: Toronto, Canada
    Posted: June 12, 2026
    Deadline: July 22, 2026