Job Description
The Core Responsibilities!
Assisting the program lead to ensure that the Bank satisfies OSFI requirements for stress testing in general and the MST (Macro Stress Test), including ECL and RWA quantification, completion of MST schedules, readiness of models and tools, consensus on industry and economic outlooks, and ensuring adherence to OSFI’s instructions for the MST: Assisting the development of models (e.g., PPNR) connecting risk factors and stress scenarios. Ensure the readiness of MST consolidation tools. Provide analytical services to support the MST and stress testing. Providing inputs into the design of stress scenarios and forecasts for the Enterprise-Wide Stress Test (EWST) in support of the MST, ICAAP, Enterprise Recovery Plan, etc.:
Assist in the development of stress scenarios for the EWST. Coordinate and support the development and quantification of results. Maintaining and improving the credi...
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