• Job Description

  Req#: 9206
  Advantages of Joining Employer:
  
  Join the Office of the Chief Risk Officer Modelling Team in the Senior Analyst, Modelling position and make a difference for Canadians. Employer's aspiration is that by 2030, everyone in Canada has a home that they can afford and that meets their needs. All of our programs and activities support this singular goal. Be part of an inclusive workplace where Diversity and Inclusion guides everything we do. We're taking concrete actions to eradicate racism and advance equity within Employer and the housing system.
  
  Responsibilities:
  
  - Develop and interpret model results to inform business' risk management decision-making.
  - Maintain models throughout their life cycle in accordance with Employer's model risk policy and industry best practice.
  - Collaborate with multidisciplinary teams.
  - Monitor model performance to ensure ongoing quality.
  - Support the migration of models from development to production system environments.
  
  Minimum Qualifications:
  
  - Postgraduate degree or higher in a quantitative discipline.
  - Minimum of one year of experience in modelling, model validation or quantitative analytics at a financial institution.
  - Strong understanding of mathematical finance and risk management methodologies.
  - Demonstrated ability to conduct rigorous analysis using critical thinking and judgment to resolve complex issues and support business decision-making.
  
  Preferred Qualifications:
  
  - Professional designation achieved or working towards its achievement.
  - Experience with loss models, economic capital and stress testing.
  - Knowledge of mortgage loan insurance and securitization activities.
  - Demonstrate knowledge of programming languages Python and R for statistical analysis, econometrics, machine learning, and/or big data analysis.
  - Knowledge of financial markets and instruments, housing and real estate markets and metrics applied to estimate financial exposure and losses.
  
  Additional Information:
  
  Employer is an inclusive workplace where diversity of thought - and of people - are recognized, valued, and considered essential to achieving our aspiration. We are committed to employment equity and actively encourage applications from women, Indigenous Peoples, persons with disabilities, veterans and persons of all races, ethnicities, religions, abilities, sexual orientations, and gender identities and expressions. We also welcome applications from non-Canadians who are eligible to work in Canada. We sincerely thank all candidates for their interest, however, please note that only applicants selected for further consideration will be contacted. If selected for an interview or testing, please advise us if you require an accommodation.

• About the company

  Canada Mortgage and Housing Corporation is a Crown Corporation of the Government of Canada.

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