Data Scientist
3 days ago
**Primary Locations**:Montreal, Quebec**:
**Attendance**:Hybrid**:
**Employee Status**:Regular**:
**Schedule**:Full-time**:
- Do you enjoy carrying out complex and varied analyses, and performing diverse assessments in order to provide relevant decision-making information?
- Do you like credit risk modeling and quantification?
- Do you want to work with large databases and solve analytical problems?
- Are you interested in understanding and improving Wholesale portfolio analytics?
- Do you have good verbal and written communication skills, do you have a good command of SAS software, are you known for your analytical mind and ability to explain complex or abstract concepts?
Being a Data Scientist, Integrated Disclosure and Credit Risk Analytics means modelling credit risks for the valuation of economic and regulatory capital. It also means taking on a leading role in portfolio analytics activities for disclosure purposes. It also means assisting management with strategic orientations.
You’ll stand out for your curiosity, independence, rigour, and initiative.
Want to find out more?
This position reports to the Senior Manager, Integrated Disclosure and Credit Risk Analytics.
Your main responsibilities:
- Participate in external disclosure by producing and analyzing tables that summarize credit risk information
- Produce the Bank’s expected losses and economic credit capital using Moody's KMV software and SAS tools/models
- Investigate, analyze and interpret portfolio-generated information to identify variations and make findings and recommendations
- Effectively standardize Moody's Risk Frontier software and our SAS tools/models, based on the reality of the Bank portfolio, by performing various quantitative analyses and statistical tests
- Participate in various projects related to refining economic credit capital metrics or how it is used
- Master's degree in financial engineering, econometrics, math or another related field with at least three years of relevant experience
- Solid understanding of management concepts as well as credit risk metrics, in particular economic capital metrics
- Good writing skills (PowerPoint presentations, technical documentation)
- Knowledge of the concepts and methodology of Moody's KMV Risk Frontier, an asset
- Knowledge of consumer and business credit products, an asset
- Knowledge of SAS and a good ability to develop codes using this software, an asset
- Ability to work within tight deadlines
- Good interpersonal skills
- Bilingualism, both spoken and written (English and French)
**Your benefits**
Upon hiring, you will be eligible for a wide range of benefits. In addition to competitive compensation, we offer attractive benefits for you and your family:
- Health and wellness program, including many benefits
- Flexible group insurance
- Defined benefit pension plan
- Employee Share Ownership Plan
- Employee and family assistance program
- Preferred banking services
- Volunteer program
- Telemedicine
- Virtual sleep clinic
These are just a few of the many benefits we offer. We've rolled out a number of additional measures to ensure your health, safety and wellbeing during the pandemic.
**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 accommodations, feel free to let us know during your first conversations with us.
**Ready to live your ambitions?
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