As the Associate Director, you will support the Enterprise Stress Testing Analytics team in managing high-stakes credit loss estimation. This is a Business As Unusual (BAU) role where you will be deeply embedded in the bank’s most critical reporting cycles, including CCAR, MST, and EWST. You will navigate the complex data lineage from model implementation to final reporting, ensuring that the bank’s Allowance for Credit Losses (ACL) and Provisions for Credit Losses (PCL) are calculated with surgical precision. This role offers a unique vantage point across GRM, Finance, Treasury, and IT, providing a holistic view of the bank’s risk infrastructure.

Advantages
High Visibility: Lead Review & Challenge (R&C) presentations to senior management and interact directly with internal and external auditors.

Modern Tech Stack: Work in a sophisticated environment utilizing Python, Spark, and SAS.

Regulatory Expertise: Gain deep, hands-on experience with...