Data Analytics Specialist
1 week ago
Export Development Canada (EDC) is a leading financial institution dedicated to supporting Canadian businesses in their global endeavors. As a member of our team, you will be part of a dynamic organization that provides financial products and knowledge to help businesses navigate the complexities of international trade.
Job Description:
We are seeking an experienced Data Analytics Specialist to join our Risk Quantification team. In this role, you will leverage advanced machine learning techniques to improve current risk models and develop new ones that enhance decision-making processes. Your expertise in model governance, explainable machine learning, and quantitative finance will enable you to design, code, test, document, maintain, and monitor decision-making models using explainable supervised machine learning techniques.
Key Responsibilities:
1. Design and develop predictive models using supervised machine learning techniques.
2. Manage the life cycle of multiple models, focusing on model development and performance monitoring.
3. Engage with stakeholders to support model development and monitoring processes.
Requirements:
- Graduate degree in Statistics, Mathematics, Economics, Finance, Engineering, Computer Science, or related field.
- Experience with advanced explainable supervised machine learning techniques.
- Strong understanding of factors improving or limiting predictive model performance.
- Knowledge of quantitative credit risk management principles and practices.
- Minimum 5 years' experience with python in data manipulation and machine learning.
- Minimum 5 years' experience with model development, testing, monitoring, or validation in the financial industry.
Assets:
- FRM certification.
- Familiarity with PD, LGD, and ECL modeling.
- Experience working in an OSFI-regulated financial institution.
- Bilingual in both official languages (French and English).
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