Requisition ID : 103372
Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.
The world is changing faster than ever and so are we!
Big data , machine learning and AI are not just buzzwords; they are an ever-increasing part of our daily life. We have decades of data powering hundreds of models deployed across a multitude of systems that are crying out for smart talented team players who are results-oriented, embrace transformational challenges and relish the opportunity to help us turn our vision into reality.
Our goal is to be nothing less than The Leading Bank in The Americas by putting Customers First. Achieving this requires a Winning Team that can build, manage and govern stable high-performing models and provide our business partners with the best analytic insights and advice possible.
To put things in perspective, the models that we build underpin automated risk-management decisions and forecasts that impact millions of customers and keep hundreds of $billions safe every single day.
What you'll do in this role?
As a Manager, you will report directly to a Senior Manager or Director and be a critical member of a team overseeing a portfolio of forecasting models and analytic processes.
You will support from conception through execution and governance the provision (credit loss estimation) models covering all of the Bank’s retail and small business product lines.
You will collaborate, on a regular basis, with a wide range of stakeholders and internal partners including Provisioning, Model Operations, Enterprise Stress Testing, Product, Model Validation and Governance, Technology & Data, Finance, Compliance and Audit.
You will have access to both traditional SAS tools and a modern machine learning stack that includes on-premise GPU computing, open source Jupyter development environments, a Hadoop cluster, containerized API model deployment and data visualization business intelligence tools.
Under the guidance of your Director, your team of risk modeling experts will use these tools to develop advanced risk prediction and loss estimation forecasting models that will be used to make decisions worth $billions every month and therefore they need to be not only precise and accurate, but highly stable, explainable, compliant, secure and useful.
You will be responsible for understanding the goals & priorities set for you, executing them efficiently with a perpetual eye on quality, asking questions often and delivering results in harmony with your teammates.
Is this role right for you?
You believe, first and foremost, in always doing the right thing and doing things the right way
You are both deeply curious and highly pragmatic
You are comfortable with ambitious but realistic goals and are committed to achieving them
You are social, engaging, not afraid to ask questions and relish the opportunity to learn from global partners across the firm (who may be less technical than you and might not speak English)
You relish the opportunity and yet also understand the responsibility and weight that comes with the fact that the output of your models will directly influence the bank’s financial statements
You can read complex and lengthy regulatory requirements and identify opportunities for optimization while always remaining committed to compliance excellence
You understand what PDs, LGDs, EADS & attrition really are, from the ground up, and can model them precisely for any product
You have a genuine love, passion and talent for programming, data, and predictive modeling
You are committed to quality in everything you do statistically, process and governance wise
You look forward to sharing your insights through high-quality verbal & written communications
You are professional, motivated AND FUN. We mean it.
Sample projects that you might work on include :
Complete specialized analysis, develop statistical solutions and recommend improvements to estimation techniques and / or forecasting models
Prepare attribution and / or stock-flow analysis of product portfolios
Collaborate with risk management, vendors, technology, foreign counterparts and compliance + audit to ensure effective governance, measurement & communication of model performance
Conduct research of new innovative modeling methodologies, tools and regulatory requirements
Lead the periodic monitoring, recalibration and maintenance of models and analytic tools
Identify, promote and lead process improvements for model development and monitoring
Ensure that the data used for model development is reliable and robust and that it adheres to industry and regulatory standards
Do you have the skills that will enable you to succeed in this role?
We want talented pragmatic analytically oriented data scientists who are equally at home interpreting and applying statistics as they are ingesting and massaging data, translating regulatory requirements into models and explaining complex issues in simple concise ways.
We want bright and energetic minds who come armed with a bottomless sense of curiosity about everything (great models and analytics are about so much more than just the numbers!), a passion for getting things done right the first time and a deep sense of personal and professional accountability.
you also need to be a collaborative team player who actively listens to stakeholders and customers because you are passionate about helping them win and you need to be interested in building something lasting and great.
Working with internal customers (stakeholders) across the bank to understand and translate their needs into outcomes, exploring both novel and legacy data sets and methodologies, collaborating with technology partners to get things implemented flawlessly, and monitoring, tuning up (when necessary), and governing the models that your team owns will all be equally important.
We are results driven, we work hard, we play hard, we nerd out and we bring service, smiles and solutions to every problem that we face; so should you.
Bachelor’s Degree in Mathematics, Computer Science, Engineering or an equivalent technical field
A demonstrated history of analytic problem solving and sound judgment
Experience as an analyst or data scientist with a track record of accomplishments working on cross-functional teams
Strong English-language verbal and written communications skills : the ability to distill abstract business requirements into analysis, concisely convey technical outcomes, tell a story visually with data, prepare and edit high-quality documentation and be accepted as a trusted advisor by peers
Able to work remotely and on-site on multiple activities simultaneously and meet deadlines
Strong fundamental understanding of statistics
2 years + years of overall experience in analytic roles developing and using predictive, risk and / or forecasting models
Highly proficient in 1 or more analytical programming languages (Python, R, SAS, etc.), SQL (Teradata, Oracle, DB2, SQL Server) and multiple environments (Unix & Windows)
1 or more years of experience with big data platforms / integration (Hadoop, Spark, Hive, Avro)
Knowledge about credit risk models / scorecards
Nice to Have's
Proficient reading, writing and speaking Spanish
Experience with credit risk forecasting and / or financial reporting frameworks
Experience developing credit risk models / scorecards
Experience working within loss forecasting, provisioning, IFRS 9 or CECL frameworks
Domain expertise with any retail & small business banking products and / or risk management practices
FRM, CFA credentials
Experience training and deploying machine learning models using common Python open source frameworks (i.e., scikit-learn) and / or Python DevOps
Microsoft Office (Excel, Word, PowerPoint, Teams, PowerBI) power user
Experience working with FICO / TSYS / CGI decision systems (TRIAD, OM, ACE, CACS)
What's in it for You?
We want to see you succeed not just in your role but in your career as a whole
e. true innovation), and celebrates success!
This position is located downtown, Toronto, King St W.