Senior Modelling Manager

  • 36533
  • Life - Other
  • |
  • Ontario, Canada
  • |
  • Jan 7, 2020
  • |
  • Billingual (English & French)
  • Taking action in supporting colleagues in the achievement of common goals.
  • Setting objectives and taking responsibility for engagement, enabling a culture of learning, performance management and accountability.
  • Overseeing development of team performance by leadership with rich analytic insights that identify performance trends and propose recommendations.
  • Maintaining relationships with internal and external partners to ensure the knowledge transfer and interpretation using state-of-the-art methods and technology.
  • Leading development projects for corporate models, and collaborate on validation projects, by influencing and overseeing multi-disciplinary teams whose members may include model users, internal modelling experts, external modelling experts and other stakeholders.
  • Develop and maintain models to calculate economic capital for securitization and investment exposures.
  • Effectively and independently challenging credit ratings deviations, liquidity management assumptions, and credit actions, based on events reported and business interpretations of implication on counterparties.
  • University degree in quantitative discipline such as Finance, Mathematics, Economics or Actuarial.
  • A minimum seven years’ work experience in related area OR an equivalent combination of education and relevant experience.
  • Professional Designation considered an asset.
  • A minimum of three years’ experience supervising a team.
  • Demonstrated experience in modelling, quantitative analytics, or data science at a financial institution.
  • Demonstrated ability conducting rigorous analysis using critical thinking and judgment to resolve complex issues.
  • Ability to work in a sophisticated technological environment utilizing various modelling and programming tools.
  • Strong project management skills.