Job Description
Manager, Regulatory Capital Models (1-year contract)
Requisition ID:
The Manager is responsible for designing and developing rating models for Collateralized Loan Obligations and managing the operations of CreditLens and Problem Loan Data Capture IT systems. Responsibilities include:
- Design, select, implement, maintain, review, and provide user support for Business Banking IRB models (Borrower Risk Rating, Probability of Default, Loss‑Given‑Default, Exposure‑At‑Default).
- Ensure ongoing compliance with OSFI requirements for Business Banking IRB models.
- Manage operations of CreditLens and Problem Loan Data Capture IT systems.
- Provide input and support for compliance requirements of local regulators of BNS subsidiaries and branches.
- Provide quantitative input and support to internal teams for measurement, management, and reporting of Credit Risk.
- Oversee research and analysis of regulatory requiremen...