Quantitative Risk Specialist

Position: Quantitative Risk Specialist - Coast Capital
Join Coast Capital as a Senior Quantitative Risk Specialist. Focus on developing and validating advanced commercial credit risk models in a hybrid work setting.

This critical role requires expertise in PD, LGD, and EAD models, emphasizing effective model governance and stakeholder collaboration. With 4–6+ years of experience in credit risk modeling, you will play an integral part in enhancing commercial lending portfolios through innovative model designs and validations.

Key Responsibilities:

• Develop and monitor credit risk models for commercial lending

• Conduct validation and documentation of risk models

• Prepare analytics for IFRS 9/ECL and stress testing

• Collaborate across Credit Risk and Analytics teams

• Enhance ongoing model performance post-implementation

Requirements:

• 4–6+ years in quantitative risk or model validation

• Advanced proficiency in SQL and Python

• Strong knowledge of model governance protocols

• Bachelor’s degree in mathematics or related field

• Familiarity with Git and big-data environments

Elevate your career by applying your quantitative skills to credit risk modeling at Coast Capital.
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