A career assenior director analytics in the Credit Risk Analytics team at National Bankmeans acting as a leader in credit risk model development and governance. Thisrole allows you to have a positive impact on the organization by leveragingyour expertise in credit risk analytics, regulatory frameworks, and advancedmodeling to support sound decision-making and robust risk management practices. Your role Mobilize, develop and lead theteam of experts in model development performance monitoring, back-testingand benchmarking. Lead the development andevolution of IFRS 9 credit risk models, including probability of default,loss given default, exposure at default, and staging models for Retail andWholesale portfolios Oversee model performancemonitoring activities, including back-testing, benchmarking, and readinessfor validation Define and execute the roadmapfor model recalibration, enhancement, and continuous improvement in linewith regulatory expectations Present model methodologies,assumptions, limitations, and risk impacts to senior management and modeloversight committees Collaborate with internalpartners to support model review, approval, and governance processes Ensure compliance with internalmodel risk management policies, IFRS 9 standards, and regulatoryrequirements, including the resolution of validation, audit, andregulatory findings The CreditRisk Analytics sector brings together specialists who work in an agile,proactive, and collaborative manner to strengthen the Bank’s credit riskframework and analytical capabilities. Within theCredit Risk Analytics department, you are part of a large team of professionalsand report to a senior director. The team stands out for its expertise in modeldevelopment, implementation, and risk reporting across IFRS 9, stress testing,and capital domains. The Bankvalues continuous development and internal mobility. Our personalized trainingprograms, based on learning through action, allow you to master your role anddevelop new areas of expertise. Tools such as the Data Academy, languagetraining, the Harvard Learning Center, and coaching and mentoring support areavailable to you at all times. Prerequisites Hold a diploma in relevant fieldssuch as financial engineering, finance, economics, statistics, mathematics,computer science, or data science Have 7 to 10 years of experience incredit risk modeling or model validation within a major financial institutionin Canada Demonstrate strong expertise incredit risk modeling methodologies, data requirements, performance metrics,model limitations, and compensating controls Have solid knowledge of IFRS 9requirements and regulatory guidelines related to credit risk, loan allowances,and stress testing Be familiar with model riskmanagement frameworks and governance processes #J-18808-Ljbffr