Principal Data Scientist, Risk Modeling (2957)
Remote - Calgary, Alberta, Canada
ATB FinancialBig life events can trigger big banking changes. Whether you’re starting university or planning your retirement, we’ve made it easy to find the accounts and resources you need.
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There’s something special about working at ATB, and it’s been recognized on every top employer list that matters. Maybe it’s our exceptional culture where your total wellness is supported through market-leading benefits and you’re free to bring your whole self to work. Maybe it’s our commitment to a growth mindset and our unrelenting thirst for making it possible for fellow Albertans—even the ones who aren’t our clients.
Whatever it is, you won’t find a more genuine, driven and knowledgeable group of humans anywhere. We foster a culture of purpose, performance and possibilities. We engage with intense curiosity, and bring our whole selves to work, every day. We know it starts with people like you, so take a chance and start with us.
Job Number: REQ2957
Location: Alberta (a hybrid work arrangement is supported, with the requirement to be in-attendance in Calgary/Edmonton on a bi-weekly basis)
Apply by: December 8, 2021
Paygrade: L-OTH or M-OTH (depending on skills/experience)
Leader: Director, Risk Modeling
ATB is seeking exceptional new talent for the Risk Modeling, at either the Manager or Senior Manager level. The Risk Modeling team, through collaboration within and outside of Risk Management, is accountable for the research and implementation of a multi-year model development and maintenance plan that advances ATB’s existing loan loss and stress testing model capabilities. The team proactively develops industry standard quantitative tools, processes and practices that align with the expectations of domestic and global regulators who supervise financial institutions of ATB’s size and complexity, and which offer true strategic value to ATB. The team designs, develops and deploys models to analyze portfolio performance under normal business cycles and stress events, including IFRS-9 loan loss models, stress testing models and non-consumer risk rating scorecards. The team is a critical source of insight into the measurement of the risk in ATB’s portfolios, and supports strategies to realize an optimal credit portfolio through the delivery of A-IRB caliber models.
Specifically in the Manager/Senior Manager role, you will:
- Execute complex LLP and stress test model projects
- Advise and mentor more junior team members
- Lead or assist in the development of model overlays
- Collaborate with Risk Modeling team members on the frameworks for model development, maintenance and backtesting
- Contribute to complex data science problem solving cross-teams, and advise on the design of complex data infrastructures
- Partner with stakeholders in Risk Management, and other ATB departments to ensure models encompass business needs.
- Support the operations strategy, vision and goal setting, and advise others on best practice.
- Advanced degree in data science, computer science, statistics, econometrics, or related field
- High level of experience in data analytics, with a strong foundation in math, statistics and/or econometrics, computer science, and modeling techniques
- Working knowledge in machine learning techniques, AI & and algorithms (NN, Naive Bayes, SVM, Decision Forests, etc)
- PRM, FRM, and/or CFA certification
- Data analytics skills including data mining and prescriptive, predictive, descriptive and diagnostic analytics
- Experience with data topics including data engineering, data cleansing, harmonization and packaging, and data reporting visualization & dashboarding tools
- Detailed knowledge of modeling:
- Credit risk parameters - e.g, Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD)
- Credit risk quantitative scoring models - e.g., Borrower Risk Rating (BRR), Facility Risk Rating (FRR);
- Stress testing forecasts for use in ICAAP.
- Knowledge of:
- Applicable regulations (e.g, OSFI, ASFI, IFRS9, Basel);
- Economic Capital and RAROC;
- Financial Institution financial statements.
- Knowledge of related functions at ATB including: risk management, loan origination, credit adjudication, scorecards, asset management, finance, and treasury.
- Awareness of, and ability to develop, A-IRB caliber credit-risk models using standard industry practices compliant with regulatory requirements, and an emerging ability to develop de nouveau analytic methods
- Able to deploy talents using a variety of analytic software tools, and an advanced user of at least one
- Knowledge of a wide-variety of data sources
- Written communication - Able to use templates to create suitable model documentation, and to create written summaries for management that provide actionable recommendations
- Verbal communication - Able to convey complex models and results to both technical and non-technical audiences
- Development - Ongoing effort to upgrade knowledge of evolving modeling techniques.
- Independence - Able to independently organize and prioritize, providing project deliverables on time
- Teamwork - Able to work on joint coordinated modelling efforts when necessary. Serves as a role model for developing teammates.
At ATB, we know that as you develop in your career, you gain many transferable skills. If you believe your experience and qualities are a match for this position, please consider applying.
Be great. Be you. Believe.
We are dedicated to building a workforce reflective of the diversity within our communities and creating an environment where every team member has what they need to reach their potential. We encourage candidates from all equity-seeking groups to apply.
What happens next?
Thank you for applying online. If you are shortlisted for this opportunity, you will hear from us after the posting close date regarding next steps. We might ask you to participate in a digital interview or phone interview. If you require any accommodations, please let us know.
ATB Financial team members are required to disclose their COVID vaccination status and provide proof of vaccination or complete COVID rapid testing as a condition of employment to help support client and team member safety. We thank all candidates in advance for their understanding.
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