Purpose

The General Model Risk Management area provides independent and consistent model validation and approval across various risk types, including market risk, retail/non‑retail credit risk, operational risk, capital models, Anti‑Money Laundering (AML) and other key risk/financial models.

The senior analyst supports the manager/senior manager in validating Canadian and International retail/non‑retail credit adjudication and behavior models, credit retail strategies, market risk, capital models and IFRS9 models. The role includes data management and model quality assurance testing to ensure the soundness of credit risk measurement, delivery of ad‑hoc validation assignments, collaboration with model development teams and business lines, and communication of results to model owners. The analyst may also negotiate with counterparties regarding issues identified during validation.

Accountabilities

• Validate retail scoring (adjudication/behavior/c...