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Manager Exposure and Capital Analysis

  • 15 Apr 2016 9:44 AM
    Message # 3964198
    Siyao He (Administrator)


    If you are interested in this position, please send your resume to 

    Yuan.Gao@scotiabank.com


    Manager Exposure and Capital Analysis

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    Job ID: 42144

    Date: 04/06/2016

    Toronto, ON, Canada

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    Join the Global Community of Scotiabankers to help customers become financially better off. 

    A Best Workplace 

    Scotiabank is a premier financial institution and Canada’s most international bank recognized as a Best Workplace®, in Canada, Mexico, El Salvador, Costa Rica, Puerto Rico, Dominican Republic, Panama, Peru, Chile and Latin America by the Great Place to Work® Institute. 

    A multinational winning team

    Scotiabank is Canada’s international bank and a leading financial services provider in North America, Latin America, the Caribbean and Central America, and parts of Asia. We are dedicated to helping our 21 million customers become better off through a broad range of advice, products and services, including personal and commercial banking, wealth management, corporate and investment banking.

    Corporate Social Responsibility 

    Scotiabank helps to build bright futures worldwide through ethical banking practices, environmental awareness and a commitment to communities.

    Global Risk Management (GRM) plays a leadership role in establishing the Bank´s risk appetite and strategies - and partners with the Business Lines, Finance, Group Treasury and others to operate within these parameters.

    Scotiabank´s approach to risk management is a globally-recognized competitive advantage - which balances sound judgment, effective tools, considerable management input & prudent oversight.

    GRM´s greatest strength is the expertise and commitment of our people. We are committed to attracting, developing & rewarding a diverse group of high-performing employees.



    POSITION SUMMARY:

    The Manager, Exposure and Capital Analysis, provides support to the design, implementation and execution of the Expected Credit Losses (ECL) module based on IFRS 9 requirements.


    KEY ACCOUNTABILITIES:

    • Develop Expected Credit Losses (ECL) calculators for the non-retail credit risk portfolio.
      Implement ECL models including PD, LGD, EAD, EIR and remaining maturity.
      Develop ECL adjustment and reporting modules.
      Document the objectives, scope, assumptions, process flow, and data flow of the ECL calculators and modules.
      Reconcile ECL data to risk and financial reporting, including financial statements, regulatory capital and economic capital. Investigate and address differences between sources.

    QUALIFICATIONS:

    Work Experience:
    • 3+ years of experience in financial risk analysis in major financial institutions.
    • 1+ years of hands on experience in implementation, execution and interpretation credit risk modeling tools and systems.
    • Experience with providing leadership in interdisciplinary project teams involving, for example, business lines, risk management, and technology.

    Required Functional (Technical) Competencies:
    • Strong knowledge of relational database application and development, data integration, and process automation.
    • Technical proficiency with Excel, Access, PowerPoint, Visio, SQL, SAS, VBA, Matlab, C++ and R. Experience with Python is an asset.
    • Expertise in working with large datasets including data reconciliation.
    • Experience with IFRS 9 and OSFI requirements.
    • Advanced knowledge of portfolio credit risk modeling theories and applications – including their business implications and limitations. Conceptual and operational “end-to-end” command of Moody’s Analytics Risk Frontier and Credit Edge, or similar leading edge industry models is an asset.
    • Excellent written and presentation skills in order to report findings, make recommendations, and provide insightful viewpoints to Executive and Senior Management, as well as to provide training / explanation to various internal users of credit risk analytics, and to liaise with industry participants and other external parties.
    • Knowledge of the Bank’s policies, practices, and products as well as regulatory requirements and expectations pertaining to credit risk analytics.
    • Expertise in regulatory capital and economic capital is an asset.

    Required Behavioral Competencies:
    • Ability to manage multiple priorities to ensure timely completion of planned deliverables (e.g. reporting and analytics development milestones) as well as efficient response to ad hoc requirements that arise from time to time.
    • Forward and independent thinking to identify requirements on credit risk analytics and associated opportunities for the Bank to reduce credit risk as well as to enhance profitability and reputation.
    • Collaborative and consensus-building skills, in particular with other Bank departments and external organizations.
    • Flexibility and creativity in problem solving, innovation and path-finding ability.
    • Strong project management skills and demonstrates accountability.

    EDUCATION AND ACCREDITATIONS:

    • Postgraduate degree in a quantitative discipline such as finance, engineering, statistics or computer science. Completion or progression in the CFA and FRM programs are assets.





    Scotiabank is committed to providing an inclusive and accessible candidate experience. Only those candidates selected for an interview will be contacted. If you require accommodation during the recruitment and selection process, please let us know. We will work with you to meet your needs.


    Last modified: 15 Apr 2016 10:10 AM | Siyao He (Administrator)
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