Senior Data Scientist credit risk management

2 months ago


Montreal Quebec GF, CA National Bank Full time

A career as a Senior analytical data scientist within the Credit risk models team involves acting as an expert in credit risk modeling. You will work on developing and deploying models to assess the credit risk of retail and commercial clients of the bank, on combining data with internal credit expertise to develop models that are both performing and explainable, on advising management in its strategic directions and on improving internal practices. It will be through your autonomy, rigor, and initiative that you will stand out.

The position can be based in either Montreal or Toronto.

Your Job:

  • Define the approach, lead, and develop regulatory PD, LGD, and EAD models
  • Translate and advocate for the developed models to internal partners and regulatory authorities
  • Actively engage with IT and business partners to ensure understanding and implementation of developed models
  • Serve as a modeling expert for colleagues, internal or external partners, and various committees
  • Quickly identify issues and challenges related to models, develop appropriate solutions, and ensure stakeholder buy-in
  • Contribute to advancing internal modeling practices in line with regulatory requirements and industry advancements.

Your Team:

Within the Credit Analytics and Climate Risk sector, you report to the Senior Director of Credit Risk Models and are part of a team of about twelve colleagues. Our team stands out for its diverse expertise in credit risk and quantitative methods. You enjoy a flexible and hybrid working environment.

Prerequisites:

  • Master's degree in mathematics, statistics, financial engineering, econometrics, or a related discipline with a minimum of three years of relevant experience
  • Experience in developing statistical models
  • Strong knowledge of credit risk management and Basel Accord
  • Solid programming skills, preferably in SAS or SQL
  • Good understanding of IFRS9 Standard and its application, an asset.
Your benefits

In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family.
  • Health and wellness program, including many options
  • Flexible group insurance
  • Generous pension plan
  • Employee Share Ownership Plan
  • Employee and Family Assistance Program
  • Preferential banking services
  • Opportunities to get involved in community initiatives
  • Telemedicine service
  • Virtual sleep clinic
These are a few of the benefits available to you. We have an offer that keeps up with trends as well as your needs and those of your family.
Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We actively listen to employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.

We're putting people first

We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on peoples' lives. Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We offer a barrier-free workplace that is accessible to all employees.
We want our recruitment process to be fully accessible. If you require accommodation, feel free to let us know during your first conversations with us. We welcome all candidates What can you bring to our team?
Come live your ambitions with us

  • Montreal, Quebec, G4F, CA National Bank Full time

    A career as a Senior Data Scientist in the Risk Modeling & Strategy team means using behavioral data to develop decision-making boundary management strategies to support business line growth objectives as well as plans to evolve risk modeling practices at the Bank.Your job: Develop statistical models and decision-making strategies in a business context for...


  • Montreal, Quebec, G4F, CA National Bank Full time

    A career as a Senior Data Scientist and Team Lead in the Risk Modeling and Strategies team means developing risk decision models for personal financing products. It also involves guiding and coaching your team members on decision-making strategies to achieve common objectives.Your Role:Support and coach two senior data scientists in model development and...

  • Senior Data Scientist

    3 weeks ago


    Montreal, Quebec, G4F, CA National Bank Full time

    A career as a senior data scientist in the Models, Technology and Transformation team at National Bank means acting as a modelling expert. It is through your analytical skills, your experience working in a multidisciplinary team and your knowledge of rare event modeling that you have a positive impact on the experience of our partners and customers.Your job:...


  • Montreal, Quebec, G4F, CA National Bank Full time

    As a Senior Advisor on the Technology, Cyber and Data Risk Management team at National Bank, you’ll act as a specialist in support of the implementation of the Bank’s risk management strategy. This role will enable you to have a positive impact on the organization by taking charge of risk governance for the 2nd line of defence.Your role Contribute to the...


  • Montreal, Quebec, G4F, CA BRP Full time

    We are looking for a manager, credit and dealer financing to work in a collaborative, dynamic, structured and organized environment. You will showcase your strong sense of autonomy and ability to meet tight deadlines while being part of a dedicated team where you can have significant impact and be part of a company in which financial strength is a key value....

  • Senior data Analyst

    2 weeks ago


    Montreal, Quebec, G4F, CA National Bank Full time

    A career as a Senior Data Analyst - Performance Perception means using your curiosity and analytical skills to understand, analyze and communicate the overall and employee-specific performance of the Perception teams. As Perception has an impact on the number and volume of delinquent clients, this role is key to understanding the contribution of Perception...


  • Montreal, Quebec, G4F, CA Canadian National Railway Full time

    At CN, everyday brings new and exciting challenges. You can expect an interesting environment where you’re part of making sure our business is running optimally and safely―helping keep the economy on track. We provide the kind of paid training and opportunities that long-term careers are built on and we recognize hard workers who strive to make a...


  • Montreal, Quebec, G4F, CA National Bank Full time

    A career as a Senior Business Partner in Climate Risk Analytics and Data means playing a key role in measuring the carbon footprint of our portfolios and setting GHG emission reduction targets, in line with the requirements of the NZBA. You will contribute to the integration of the various ESG requirements within the Bank, by participating in the...


  • Montreal, Quebec, G4F, CA National Bank Full time

    A career in risk management at National Bank means being part of the transformation having a direct impact on the client. As a Senior Advisor - Operational Risk, Wealth Management, you will work with various stakeholders to ensure the implementation of the operational risk management framework within Wealth Management (WM). You will also be part of a team...

  • Senior Auditor

    2 months ago


    Montreal, Quebec, G4F, CA National Bank Full time

    A career as a Senior Auditor working in the Internal Audit team at National Bank is a unique chance to acquire a general understanding of the Bank’s activities and to contribute on various audits of end-to-end processes Credit, International and Commercial sectors. In this role, you can use your strong interpersonal skills, abilities to work in a team,...


  • Montreal, Quebec, G4F, CA National Bank Full time

    As a Chief Advisor, Technology and Cyber Risk Management for Business Lines on the Technology, Cyber and Data Risk Management team at National Bank, you will act as a second line of defence specialist on information technology and cybersecurity. Your experience in several areas of technology (IT architecture, cloud, cyber) will help you to have a positive...


  • Montreal, Quebec, G4F, CA National Bank Full time

    A career as Associate Director in the Private Investments (Credit) group within Global Funding & Treasury - Financial Markets at National Bank means that you will be actively participating in the investment process for private credit investment opportunities (which include deal analysis, investment due diligence, portfolio monitoring, and proactive research...


  • Montreal, Quebec, G4F, CA National Bank Full time

    A career as a senior data and process analyst in the tax activities team is an opportunity for you to grow as part of a group that brings people together and plays a key role in decisions offering a cross-sector vision in collaboration with various partners. It means working on an inclusive, motivated team that’s always ready to debate issues and promote...


  • Montreal, Quebec, G4F, CA National Bank Full time

    A career as a Senior Data Solutions Architect in the Business IT Delivery team at National Bank means participating in large-scale projects in transformation that will allow you to surpass yourself, while working closely with the Bank's various sectors. This job allows you to have a positive impact on our organization, thanks to your expertise in data...

  • Portfolio Manager

    3 months ago


    Montreal, Quebec, G4F, CA National Bank Full time

    A career in the Specialized Groups of the Commercial & Private management sector is an opportunity to work with the best players in the sectors of Technology & Innovation, Health, Agri-food, Creative Industries & Professional Firms in all their financing projects ($1 to +$200M).As a Portfolio Manager, Specialized Groups and in collaboration with your...


  • Montreal, Quebec, G4F, CA Produits forestiers Résolu Full time

    Resolute Forest Products, founded more than two centuries ago, is a global leader in the forest products industry. Through the years, it has built more than 20 predecessor companies and supported hundreds of communities. The company owns or operates some 40 facilities, as well as power generation assets, in the United States and Canada. Our 6,600+...


  • Montreal, Quebec, G4F, CA S.i. Systems Full time

    Job Description:Our valued Public Sector client are in need of a Senior Privacy Impact Assessment (PIA) Specialist to conduct a Multi-Institutional PIA.Background:Our clients are currently working on a PIA that will analyze the collection, use, retention, disclosure and deletion of personal information from the department and its partners. This will be a...


  • Montreal, Quebec, G4F, CA National Bank Full time

    A career as a leader in the Employee Voice practice at National Bank means providing a clear understanding of its employees' experience and an understanding of their evolution in a changing world of work. Thanks to your leadership and your skills in psychometrics and workplace behavior analysis, you design and implement an employee voice strategy aimed...


  • Montreal, Quebec, G4F, CA National Bank Full time

    As a Corporate Banking Associate in the Québec team at National Bank, you will provide specialized support within the team for analyzing and structuring complex corporate credit files, including both new financing and renewals with significant changes in conditions. You will also be responsible for carrying out various complex analyses and financial data...


  • Montreal, Quebec, G4F, CA Mazars Full time

    Forvis Mazars is a global Top 10 audit and advisory network composed of two independent partnerships with over 40,000 people in more than 100 countries. Our firm in Canada, with offices in Montreal, Outaouais, and Toronto, brings together over 200 professionals offering a full range of services in the audit, accounting, tax, and advisory.About the RoleAs a...