Senior Quantitative Risk Specialist

Position: Senior Quantitative Risk Specialist Hybrid Role
Elevate your career at Coast Capital as a Senior Quantitative Risk Specialist in a hybrid job setting. You'll drive development of credit risk models, focusing on scorecards and risk ratings.

This full-time regular position leads the implementation and monitoring of credit risk models, highlighting commercial portfolios. You'll enhance model governance and collaborate with various stakeholders to ensure business alignment. Key skills include quantitative analytics, model validation, and credit risk methodologies to inform lending decisions.

Key Responsibilities:

• Develop and validate PD, LGD, and EAD credit models

• Execute model build activities including data segmentation

• Prepare documentation and monitoring reports for management

• Support IFRS 9/ECL and stress testing analysis

• Collaborate with Credit Risk, Finance, and Technology teams

Requirements:

• 4–6+ years in credit risk modelling or analytics

• Strong knowledge of PD, LGD, EAD, and risk ratings

• Hands-on experience with scorecard development

• Proficient in Excel, Python, and SQL

• Bachelor’s degree in a quantitative field required

Leverage your expertise in credit risk modeling, stakeholder communication, and analytics at Coast Capital.
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