Joanna Gersbach
Senior Manager, Financial Risk Management @KPMG Canada
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WORK HISTORY
Senior Manager, Financial Risk Management @KPMG Canada
Lead advisory services for credit risk modelling engagements across the model life cycle such as model development, independent validation, model audit, and regulatory reviews- Provide IFRS9 subject matter expertise to support financial statement audits for FIs including D-SIB Canadian banks, Canadian branches of foreign lenders, mortgage lenders, credit card lenders, credit unions- Stress testing and capital management (ICAAP/ORSA) developed and reviewed stress testing models for ICAAP reviews, BCAR reporting including risk-weighted asset calculation, capital management frameworks, ORSA for an insurance company- Risk reporting strategy and framework as part of a large multidisciplinary engagement for a Canadian G-SIB finance and risk transformation- Operational risk management (ORM) regulatory compliance assessment, risk appetite statements, three lines of defence model reviews
EDUCATION
University of Waterloo
Master's degree, Applied Mathematics - Dynamical Systems
University of Guelph
Bachelor’s Degree, Mathematics and Statistics
ABOUT JOANNA GERSBACH
Senior Manager, Financial Risk Management at KPMG Canada
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