Credit Risk Analyst at Sun Life

Elevate your career with Sun Life as a Credit Risk Analyst. Focus on quantitative models, risk metrics, and support our Credit Risk team in a hybrid work environment.
Sun Life seeks an Analyst to support the development of advanced credit risk models and metrics. This position involves working with Probability of Default (PD) and Loss Given Default (LGD) models, while managing our Investment Credit Risk System (ICRS). Collaborate with stakeholders to ensure data accuracy for risk measures like EaR and CaR, and drive process improvements within our Credit Risk framework.
Key Responsibilities:
• Develop and enhance quantitative credit risk models
• Support Credit Risk Rating operations using ICRS
• Automate and report on risk metrics like IFRS 9 ECL
• Collaborate with teams to ensure model understanding
• Document processes, models, and validation findings
Requirements:
• Bachelor’s degree in quantitative finance
• 1-2 years in quantitative risk functions pr...