Eric Wolfe
Director, Model Development and Management @Scotiabank
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WORK HISTORY
Director, Model Development and Management @Scotiabank
CA
Responsible for all aspects of retail model governance - performance monitoring, validation, regular recalibration and documentation. Scope includes AIRB, IFRS9, adjudication, origination and collections models. Policy development and implementation around OSFI CAR and E23, SOX. Manage pipeline of findings from model validation, regulators and internal/external audit teams. No outstanding regulatory or audit findings at the end of FY\'19! Special responsibility for coordination and oversight of quarterly IFRS9 process - economic scenarios, forward-looking indicators, and pipeline of ongoing analytic projects.
EDUCATION
University of Toronto - New College
BA Economics, Economics, Econometrics
University of Toronto - School of Graduate Studies
MA Economics, Econometrics, Marco Economics
CFA Institute
CFA Charter, Portfolio Management
PRMIA
Professional Risk Manager Designation, Awarded for highest exam score in 2006
Investment Dealers Association of Canada
Partners, Directors and Officers Exam, Governance
ABOUT ERIC WOLFE
Eric Wolfe has over 25 years experience in market, credit and operational risk management. A consultant to global central banks and regulators, Eric was previously Deputy Managing Director of the Funds Management and Banking Department at the Bank of Canada. In previous roles in London, he lead a global team of risk analysts for an asset manager, and lead a global team of credit derivative pricing analysts. Noted for his exemplary communications skills, Eric is a seasoned leader and developer of the professional talent. He is a frequent speaker and chair of international risk management industry events. Eric began his career after completing an M.A. in economics, spending several years developing a solid quantitative foundation in econometric modelling and forecasting. He has since complemented his formal studies with the CFA charter as well as the Professional Risk Manager designation. Specialties: Investment management, governance, enterprise risk management, monetary and fiscal policy, macroeconomics, risk technology implementation and external representation.
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