National Bank of Canada
Senior Analyst
Job Description
As aSenior Analystin theCredit Risk Analyticsteam at National Bank, you’llberesponsible for the IFRS-9 reporting and analytics, as well as IFRS-9 and stress testing model development and performance monitoring.This role will also need to support other closely related risk functions that includes RWA, Economic Capital and stress testing. With yourstrong analytical skills, experienceincredit risk modeling,and knowledgeofIFRS-9 and regulatory requirements, you’ll have a positive impactonNBC’s credit risk management through building advanced models, efficient and robust risk processes and providing insightful analyses to our senior management.
Your role
- Operate and maintain the IFRS-9 ECL reporting processes to produce timely and accurate ECL results.
- Validate the process inputs and outputs for quality control and governance.
- Provide in-depth analysis on IFRS-9 results and identify key drivers for ECL movements.
- Prepare IFRS-9 ECL...