Senior Advisor, Financial Risk Analytics

The Senior Advisor, Financial Risk Analytics will be responsible for the Financial Risk quantification and will provide critical oversight over credit underwriting and adjudication processes. Working closely with various stakeholders across the organization, the Senior Advisor will assist the development and implementation of advanced tools, systems and analytics that support the measurement, analysis and research on credit across the organization. This position will report to the Director, Financial Risk Oversight and will be part of the Group Risk Management and Compliance.

 Description

•  Enhance the credit risk quantification over credit risk. Undertake the research, modelling, development and analysis of sophisticated risk models such as PD, LGD, EAD.  
• Responsible over the oversight of credit underwriting and adjudication processes through the measuring, monitoring and reporting of iA’s credit risk exposures.
• Assist the development of the credit guidelines.
• Ensure that credit policy and guidelines are correctly interpreted and adhered to.
• Assess credit application and structure from lending units and provide recommendations to the senior management.
• Develop and monitor lending activities using out of order/impaired/watch list credits and escalade as needed.
• Ensure that credit loss experience is minimized through sound lending practices and implementation of a policy and guidelines and early identification and action on deteriorating credit situations.
• Develop and maintain organizational credit and Financial Risk indicators and limits to monitor and support the business in measuring the impact of their decisions on the risk profile.
• Assist entities on Financial Risk related matters and action plans. 
• From risk quantification responsibilities, the Senior Advisor will be a contributor to the Internal Capital Model process, the Own Risk and Solvency Assessment (ORSA) process and the Stress Testing Program.
• Ensure that the work carried out under her or his supervision respects the orientations stipulated in the guidelines published by regulatory authorities and legal bodies.

Requirements

• Must have a minimum of 7 years of recent experience in credit quantification or modeling. Experience in market risk and liquidity risk is nice to have. Advance degree in financial engineering, actuarial sciences, statistics or related field.
• Experience with credit adjudication on loan portfolios.
• Exceptional analytical and problem-solving skills.
• Demonstrated ability to influence senior management and to exercise sound judgment.
• Effective communication and interpersonal skills.
• Sound knowledge of IFRS 9 and its application, an asset.
• French speaking and writing an asset.
• Live iA’s values, namely respect, continuous improvement, service mentality, teamwork and high performance.