Data Scientist for Credit Risk Analytics

1 day ago

Montreal administrative region, QC, Canada National Bank of Canada Full-time $85,000 - $115,000 Contract
Excel as a Data Scientist focused on Credit Risk Analytics. Utilize data modeling and statistical techniques to evaluate credit risk across diverse portfolios in a flexible hybrid setting. You will develop regulatory models by conducting extensive quantitative analyses tailored for Retail and Commercial clients. Collaborating with IT and other business lines ensures that your models are accurately implemented and continuously monitored for performance. Your ability to articulate your analysis and findings will be essential for stakeholder engagement.

Key Responsibilities
• Design and implement PD, LGD, and EAD models
• Analyze Retail and Commercial credit portfolios
• Present and justify models to stakeholders
• Work closely with IT partners for model applications
• Conduct backtesting to monitor model accuracy

Requirements:
• Master’s degree in a quantitative discipline
• 5–8 years of relevant quantitative experience
• Background in credit risk modeling necessary
• Familiarity with IFRS 9 or Basel framework
• Strong programming skills in SQL and SAS Bring your strong analytical skills to enhance credit risk models in a team-focused environment.