Data Scientist

6 months ago

Montréal, Canada National Bank of Canada Full time

A career as a Data Scientist, Stress Testing in Credit Analytics and Climate Risks, at National Bank means acting as an expert in Stress Test models in order to increase the Bank's sound risk management and resilience. All this in a dynamic and friendly work environment. This job allows you to have a positive impact on our organisation, thanks to your skills in credit and climate risks.

**Your job**
- Develop and evolve the methodology of Stress Test models.
- Actively participate in the various pan-bank Stress Test exercises.
- Present Stress Test analyses to executives and regulators.
- Defend methodological approaches to regulatory authorities.
- Meet regulatory requirements.
- Ensure the deployments of the Stress Test models.

**Your team**

Within the Credit and Climate Risk Analytics sector, you are part of a vice-presidency of about fifty colleagues and a team of about ten colleagues. You report to the Senior Director of the Crisis Simulation Team. Our team is distinguished by a variety of expertise in credit risk and quantitative methods. You benefit from a flexible and hybrid working environment.

Our learning-in-action training programs allow you to master your craft. Customized training content is available to support your continuous learning. Access to colleagues with different expertise, experience and diverse profiles enriches your development from all points of view.

**Prerequisite**
- Hold a Bachelor's degree and three (3) years of experience; OR Master's degree and one (1) year of experience in financial engineering, economics, statistics, mathematics, econometrics, or industry-related.
- Proven experience and expertise in credit risk modeling.
- Knowledge of IFRS9 provision calculation models.
- Knowledge of SAS or SQL programming

**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.

Come live your ambitions with us

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