Senior Data Scientist

3 months ago


Montreal, Canada National Bank of Canada Full time

p>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. li>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
Contribute to advancing internal modeling practices in line with regulatory requirements and industry advancements.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.Master's degree in mathematics, statistics, financial engineering, econometrics, or a related discipline with a minimum of three years of relevant experience
Strong knowledge of credit risk management and Basel Accord a must have
Solid programming skills, preferably in SAS or SQL
Good understanding of IFRS9 Standard and its application, an asset.Flexible group insurance
Generous pension plan
Opportunities to get involved in community initiatives
Virtual sleep clinic
We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people.



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