What are the responsibilities and job description for the Manager Risk Analytics position at JobLookup?
Manager Risk Analytics (TD Bank, National Association dba TD Bank, America’s Most Convenient Bank, Charlotte, NC) Oversee modelling credit risk for TDBG's credit cards portfolio. Mentor and lead new members of the team including people management responsibilities. Manage key modelling project timelines. Manage project deliverables through team to independently deliver key deliverables. Oversee deep analysis of credit risk drivers and parameters under various scenarios. Use leading-edge technologies and develop innovative solutions in the following areas : data mining, predictive credit risk modelling, estimating credit risk. Development, initial validation, documentation, and support in all stages of audit, implementation and ongoing monitoring of account-level models for credit risk parameters (PD, EAD, and LGD) for all TDBG retail credit product portfolios. Manage updating / re-developing existing models for these portfolios. Liaise on behalf of team with TDBG Model Validation, Model Risk Management, Internal Audit, and external auditors, as well as with the Bank's Canadian (OSFI) and US (OCC and FED) banking regulators. Manage team's compliance with the TDBG Model Risk Policy requirements, Capital Model Approval Policy requirements, Data Governance requirements, compliance with relevant policies and regulatory requirements. Required : 3 yrs exp : Expected and Unexpected Loss; Allowance; Economic Capital; regulatory stress testing for retail credit exposures; Basel II requirements; assessment of credit risk for retail credit exposures. Masters in Statistics, Math, Actuarial Science, Computer Science, Econometrics, Operations Research, Quantitative Financial Economics or closely related 3 yrs exp in the retail banking industry using retail credit products, policies, practices, strategies, credit risk data, analytics, and risk modelling; OR Bachelors in Statistics, Math, Actuarial Science, Computer Science, Econometrics, Operations Research, Quantitative Financial Economics or closely related 5 yrs exp in the retail banking industry using retail credit products, policies, practices, strategies, credit risk data, analytics, and risk modelling. Submit resume (referencing Manager Risk Analytics) to Grace Parascando at grace.parascando@td.com, or 4140 Church Road, Mount Laurel, NJ 08054.
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