Lead Quantitative Risk Analyst, Advanced Analytics & Credit Modelling

Job Description

What is the opportunity?​As part of the Commercial & Wholesale Credit Risk, the Lead Quantitative Risk Analyst, Advanced Analytics & Credit Modelling will work closely with the model development team and credit risk experts to understand drivers of changes in PCL and support the broader team in delivering deeper analysis. You'll combine technical expertise with business acumen to analyze client behavior, evaluate credit performance, and assess Stage 3 PCL / Coverage trends.What will you do?

Support the development of Machine Learning, credit scoring, and Stage 3 PCL loss forecasting models to reduce losses and drive revenue.

Extract, clean, validate, and analyze data from multiple sources to quantify borrower behavioral patterns and identify credit loss drivers and trends.

Support the broader team's initiatives, analytics, and ad hoc requests.

Run various monthly and quarterly reporting, drive continuous impr...