Toronto, ON, CA
3d ago

Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

As the Manager, Exposure and Capital Analytics , you will maintain and improve the accuracy of RWA (risk weighted assets) measurement, a key mandate of GRM (Global Risk Management).

The manager’s main responsibility is to assess current measurement methodologies, calculations, data, and processes for regulatory capital benchmarking to industry best practices and lead / support enhancement initiatives.

One of the primary mandates for this role is to build / improve advanced analytical infrastructure for capital analytics and reporting leveraging data visualization tools.

This role will be on a 6 month contract with possibility for extension.

What you'll do in this role?

  • Build data visualization tool (such as Power BI) for capital related analytics and reporting.
  • Review and benchmark regulatory capital methodology / process / data to industry best practices for business banking, retail and capital markets books.
  • Work with business lines, finance and other business partners to identify capital enhancement opportunities and assess feasibility and impact;
  • Work with IT, data governance, finance to develop a plan for capital enhancement; Coordinate the plan execution and manage communication and implementation.
  • Keep abreast with specialized knowledge of Basel II / III, OSFI Capital Adequacy Rules (CAR) rules, risk management and financial products under advanced and standardized approaches.
  • Produce summary and impact on capital regulation changes or updates (Basel IV) to senior management and business lines.
  • Participate in advanced analytics projects leveraging machine learning techniques.
  • What we're looking for?

  • Work experience (including relevant school projects) related to financial risk analytics, wholesale banking, retail, capital markets and / or quantitative finance is required.
  • Bachelor degree in a quantitative subject such as Math, Finance or Economics is required. Advanced degree is an asset.
  • Superior critical thinking ability and the ability to work under tight timelines.
  • Strong verbal and written communication skills and proven problem solving skills required.
  • Knowledge in regulatory capital, credit risk metrics, and quantitative finance is highly desired.
  • Knowledge and experience in data analytics, machine learning, and Artificial intelligence is desired. Superior skills in power BI is required.
  • Strong programming skills in SQL, Python or R are desired.

  • Completion or progression in the CFA and FRM programs are assets.
  • Demonstrated accountability.
  • What’s in it for you?

  • The opportunity to join a forward-thinking company surrounded by a collaborative team of innovative thinkers.
  • A rewarding career path with diverse opportunities for professional development.
  • Internal development to support your growth and enhance your skills.
  • A competitive compensation and benefits package.
  • An organization committed to making a difference in our communities for you and our customers.
  • We have an inclusive and collaborative working environment that encourages creativity, curiosity, and celebrates success!
  • Downtown, Toronto, King St W. The team is currently working remote. This is a contract role.

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