Developer – Specialty X 2

Position Title: Developer – Specialty
Location: Toronto, ON
Duration: 6 months

Story Behind the Need
Business group: Global Risk Management (GRM)
Provide a few sentences about what their OU does within the bank.
Retail and Small Business Models, Analytics & Strategy (RMAS) develops and owns (end-to-end), the Bank’s Retail AIRB Capital Forecasting and Retail Decisioning Models (Originations, Account Management, Collections)
Project:
Supports various core work and Regulatory/transformational projects
Candidate Value Proposition:
You will report directly to a Director and be a critical member of a team overseeing the Bank’s Retail AIRB Capital Forecasting models, interpreting the results, and developing processes to support your stakeholders. You will support – from conception through execution and governance – models covering the Bank’s retail lines that contribute to the Bank’s financial statements. This role will support several critical core activities in the Capital models space, along with leading work efforts for critical Regulatory and transformational initiatives.
Typical Day in Role:
You will collaborate, regularly, with a wide range of stakeholders and internal partners which may include Decisioning, Provisioning, Model Operations, Enterprise Stress Testing, Model Validation and Governance, Technology & Data, Finance, Compliance and Audit.
Candidate Requirements/Must-Have Skills: Please provide the years of experience required for each requirement

• 10+ years of overall experience in analytic and developer roles
• 3+ years of experience developing and using predictive, risk and/or forecasting models
• 5 or more years of experience with big data platforms/integration (Hadoop, Spark, Hive, Avro)
• Highly proficient in 1 or more analytical programming languages (Python, R, SAS, etc.), SQL (Teradata, Oracle, DB2, SQL Server) and multiple environments (Unix & Windows)
• Knowledge and experience with credit risk models/scorecards and model development experience in AIRB/IFRS9 world

Nice-To-Have Skills:

• Strong fundamental understanding of statistics
• Expert-level skills in Microsoft Office Suite (Excel, Word, PowerPoint, SharePoint, Teams and PowerBI)
• Proficiency in reading, writing, and speaking Spanish
• Experience developing credit risk models/scorecards
• Domain expertise with any retail & small business banking products and/or risk management practices
• Experience training and deploying machine learning models using common Python open-source frameworks (i.e., sci-kit-learn) and/or Python DevOps

Soft Skills Required:

• Strong English-language verbal and written communication 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
• Demonstrated track record in cultivating an environment that promotes collaboration, teamwork, and transparent communication, fostering a sense of value and engagement among team members
• Team, individual, and project leadership
• Proven expertise in project management, demonstrated by a consistent track record of identifying potential risks and proactively crafting mitigation strategies to ensure the successful and timely completion of projects

Best VS. Average Candidate:

• The Best candidate is someone with experience developing forecasting models (i.e. PD, LGD, EAD, etc.), has proven track record of project delivery and model development experience in AIRB/IFRS9 world

Education & Certificates:

• Bachelor’s Degree in Mathematics, Computer Science, Engineering or an equivalent technical field

Candidate review and selection:
2 rounds of interviews
1 – Senior Manager onmanager’s team; 45min – 1 hour for behavioural, technical, critical thinking, logical questions etc.
2 – Hiring manager; 1 hour for behavioural, presentations, and case study.