Applications Programmer II - 55085

Of positions: 2 Duration: 5 Months Interview Process: 1 round - Virtual 1 hr Work Location: Hybrid Toronto - (ANY 2 days a week) CANDIDATE PROFILE DETAILS: % Interaction with Stakeholders: 25% Team Size: 9 SUMMARY OF DAY-TO-DAY RESPONSIBILITIES: The NRMD group is hiring a Modelling/Forecasting Analyst to develop, enhance, and implement credit risk models for non-retail portfolios. Detailed responsibilities are as follows: • Develop PD, LGD and UGD models for DFAST, EWST, CECL and IFRS9 usage; • Design econometric models to explore relationships between credit losses and the macroeconomic environment; • Design mathematical and statistical algorithms to enhance existing models; • Conduct applied research for credit risk modeling; • Perform ad hoc analyses as required by management and other business partners; • Participate in design, planning, implementation and testing of various modeling initiatives; • Collaborate with non-retail teams and participate in cross-functional projects as needed; • Produce and maintain well-articulated documentation on above; • Write and maintain robust code for performing the above functions. MUST HAVE: Strong background in data-driven statistical modeling, supervised learning, unsupervised learning and discriminative models. Strong theoretical and numerical background. • Programming experience in SAS, Python or MATLAB is strongly preferred. • Knowledge of coding standards and object-oriented programming. • Experience working with relational databases and SQL. EDUCATION • Graduate degree in a quantitative field, such as Applied Econometrics, Economics, Mathematics, Statistics, Actuarial Science, Computer Science or Physics. Apply

Location: Toronto, Ontario, CA

Posted Date: 7/3/2025