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Senior Data Scientist, Credit Risk Expert

2 months ago

Montreal, Quebec, Canada National Bank Full time
About the Role

We are seeking a highly skilled Senior Data Scientist to join our Climate Credit and Risk Analytics sector. As a key member of our team, you will play a critical role in developing and validating credit risk models, ensuring their performance and monitoring their impact on the Bank's resilience and growth.

Key Responsibilities
  • Design and implement methodologies for credit risk model development, validation, and performance monitoring.
  • Collaborate with internal partners, including business lines, modeling teams, and regulatory authorities, to ensure model accuracy and compliance.
  • Act as a subject matter expert, providing guidance and support to colleagues and stakeholders on credit risk modeling best practices.
  • Identify and address model-related issues, proposing solutions and ensuring stakeholder buy-in.
  • Contribute to the advancement of credit risk modeling practices, staying up-to-date with regulatory requirements and industry advancements.
About the Team

You will be part of a dynamic and collaborative team of over 80 colleagues, with a diverse range of experience in credit risk and quantitative methods. Our team is known for its high-quality delivery and exceptional collaboration.

Requirements
  • Relevant education and 3-5 years of experience as a Data Scientist.
  • Strong proficiency in SAS, R, and/or Python programming languages.
  • Excellent interpersonal and communication skills.
What We Offer

In addition to competitive compensation, you will be eligible for a comprehensive benefits package, including health and wellness programs, flexible group insurance, and a generous pension plan.

About Us

We are a bank that values partnership, agility, and empowerment. Our mission is to have a positive impact on people's lives, and we strive to create an inclusive and barrier-free workplace for all employees.