Data Scientist, ECL Modeling

About this role

Referred applicants should not apply directly to this role.
All referred applicants must first be submitted through Workday by a current Loblaw Colleague.
Location:
500 Lake Shore Boulevard West, Toronto, Ontario, M5V 2V9


When you hire great people, great things can happen.
PC Financial offers unprecedented value to Canadians through payment products. We're a different kind of bank with a different type of team—we’re collaborative and supportive and have the freedom and responsibility to thrive. Our purpose is to make the everyday simple and better for our customers, and we strive to make every dollar worth more.


Proudly serving over 3 million customers, PC Financial continues to grow by offering payment solutions and services that reward our customers every day. As a subsidiary of Loblaws Company Inc., we share the CORE values of Care, Ownership, Respect and Excellence. We are dedicated to helping Canadians Live Life Well. Join us on our journey.


Why This Role Is Important
Join our IFRS 9 team as Data Scientist, ECL Modeling, where you will play a pivotal role in shaping and executing on ECL (expected credit loss) modeling. You will oversee the development, enhancement, monitoring, and validation of ECL models, leveraging your skillset to provide data-driven insights for key provision decisions and effective credit risk management. This role offers a challenging and rewarding experience, providing the opportunity to lead a team and make a significant impact on the bank's risk management framework.


What You'll Do

• Lead the ECL enhancement roadmap for the team, in alignment with the overall business strategy by identifying and prioritizing key areas of focus.
• Lead, mentor, and manage a high performing team, fostering a culture of continuous learning and development.
• Apply statistical techniques and quantitative methods to validate, calibrate, and back test credit risk models.
• Oversee and conduct in-depth data an...