Business Analyst – SAS

Business Analyst – SAS

ProViso Consulting

Summary of day to day responsibilities:

• The position is within the Governance team of Market Risk & Model Development (MRMD), Model Management and Analytics (MMA).
• This position works closely with MMA teams, Retail Model Development, Model Validation, Model Risk Management, Internal and External Audit and other business partners with the following key accountabilities:
• Annual completion of the Basel Advanced Internal Ratings Based approach (AIRB) Self-Assessment – assessment of Retail Credit Risk processes against OSFI Capital Adequacy Requirements Includes:
o Annual Self Assessments for Basel Ongoing Compliance and Data Maintenance
o Collection, consolidation and review of evidence provided by multiple control partners
o Preparation of materials for executive & regulatory reporting
• Support IFRS9 Governance, including leading bi-weekly status meetings, tracking model deliverables.
• Continuous review of the CBAW Model Risk Dashboards and Inventory to ensure compliance with MRM Framework, including:
o Inventory attestation
o Dashboard updates and review
o Monthly model risk forecast & communication to executives
• Continuous improvement of the MMA governance framework, in support of regulatory and enterprise standards, EDGO programs (e.g. EDLM), TRMIS standards (e.g. EUC), SOX documentation, etc
• Continuous expansion of current model governance processes to include Scorecard and Strategy, and Machine Learning models.
• Prepare material (decks) for executive committee meetings, status meetings, and dashboard reporting.
• Manage the collection of evidence, tracking and closure of Audit and Regulatory reviews (approx. 4 per year)
• Support US Retail, with respect to model status updates and tracking, Basel AIRB compliance and related US Governance.
• Maintain and execute Change Management Governance process, for both Canadian and US Retail AIRB and Scorecard models, includes:
o Managing readiness assessment meetings (RAM), and monthly status meetings
o Working with stakeholders to ensure all aspects of the change are complete, and promoting changes to production
• Ensure robust Access Management, including regular reviews, in support of bank standards (Diamond, LAN, SAS grid access)
• Annual review of macro-economic model inputs, aligning with guidance from client Economics and Model Development
• Liaise with Enterprise Basel Program, including ensuring Basel Project updates and milestones are met.
• Ongoing project participation, including data initiatives, Model Risk Lifecycle program, SAS migration project, etc.
• Manage multiple ad hoc requests relating to model performance, working closely with partners in MV, MRM, MD and MMA
• Adhere to client and industry best practices and standards for project management (PMLC).
• Assisting in other areas within the Governance & Compliance space, as requested
• Managing a lot of model life cycles, a lot of stakeholder communication, transparency with status and deficiency

Job requirements:

• Experience working in both operational and project environments
• Strong problem-solving skills
• Good inter-personal skills to build and maintain productive working relationships with various business partners across the Bank and on different levels of organization
• Strong communication skills (both written and oral)
• Ability to manage multiple initiatives and priorities, ensuring critical deadlines are met
• Understanding of basic retail credit risk drivers would be an asset
• Project management experience would be an asset
• SharePoint experience would be an asset
• Understanding of regulatory programs such as Basel and IFRS9 would be an asset

Must Have:

• Experience working in both operational and project environments
• Strong problem-solving skills
• Strong communication skills (both written and oral) – VERY IMPORTANT
• Ability to manage multiple initiatives and priorities, ensuring critical deadlines are met – VERY IMPORTANT
• MS Office (excel, word, PowerPoint)

Nice To Have:

• Understanding of basic retail credit risk drivers
• Project management experience
• SharePoint experience
• Understanding of regulatory programs such as Basel and IFRS9
• Advanced excel (managing large datasets and pivots)
• SAS knowledge
• Previous banking/finance experience
• Previous client experience

Interview Process:

• 1 round (45 minutes on WebEx)

Job Details

8037

Contract

12 Months

Toronto

 





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