Data Science Role with IFRS9 modelling

Posted 17 days agoViewed

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📍 Location: Canada

🔍 Industry: Data Science

🗣️ Languages: English

🪄 Skills: PythonSQLData Analysis

Requirements:

Experience developing PD, LGD, EAD parameter models
Familiarity with IFRS9 modeling frameworks
Expertise in Risk Parameter Calibration
Knowledge of time series analysis and macroeconomic modeling

Responsibilities:

Develop IFRS9 parameter models
Align with CRM's model development guidelines