Senior Data Scientist Credit Risk Modeling Expert

4 weeks ago


Montreal, Quebec, Canada National Bank Full time

A career as a Senior Data Scientist in 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. It will be through your autonomy, rigor, and initiative that you will stand out.

The position can be based in either Montreal or Toronto.

Your Key Responsibilities:

  • 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
  • Serve as a modeling expert for colleagues, internal or external partners, and various committees
  • Quickly identify issues and challenges related to models, develop appropriate solutions, and ensure stakeholder buy-in
  • Contribute to advancing internal modeling practices in line with regulatory requirements and industry advancements.

Your Team:

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.

Requirements:

  • Master's degree in mathematics, statistics, financial engineering, econometrics, or a related discipline with a minimum of three years of relevant experience
  • Experience in developing statistical models
  • 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.

Your Benefits:

  • 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

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 accommodation, feel free to let us know during your first conversations with us. We welcome all candidates What can you bring to our team?

Come live your ambitions with us



  • Montreal, Quebec, Canada National Bank Full time

    Job Title: Senior Data Scientist credit risk modelingJoin our team of experts in credit risk modeling as a Senior Data Scientist. As a key member of our team, you will be responsible for developing and deploying models to assess the credit risk of retail and commercial clients of the bank. Your expertise in credit risk management and Basel Accord will be...


  • Montreal, Quebec, Canada National Bank Full time

    A career as a Senior Data Scientist in 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...


  • Montreal, Quebec, Canada Banque Nationale du Canada Full time

    Job Opportunity: Senior Data Scientist, Credit RiskWe are seeking a highly skilled Senior Data Scientist to join our team in the Analytical Vice-President, Credit and Climate Risks department. As a recognized specialist in credit risk modeling, you will play a key role in developing and validating models to support our business decisions.Key...

  • Senior Data Scientist

    3 weeks ago


    Montreal, Quebec, Canada National Bank of Canada Full time

    Credit Risk Modeling ExpertiseAs a Senior Data Scientist, you will be responsible for developing and deploying advanced statistical models to assess credit risk for retail and commercial clients of the National Bank of Canada. You will work closely with internal credit experts to combine data with expertise and develop models that are both performant and...


  • Montreal, Quebec, Canada National Bank of Canada Full time

    A competitive salary range of $120,000 - $180,000 per year awaits an experienced Data Scientist to lead the development and deployment of credit risk models at the National Bank of Canada. This esteemed role is part of a dynamic team that combines data with internal expertise to create performing and explainable models.Job SummaryWe are seeking a Senior...


  • Montreal, Quebec, Canada National Bank Full time

    Credit Risk Modeling ExpertiseWe are seeking a highly skilled Senior Data Scientist to join our Credit Risk Models team at National Bank. As a key member of our team, you will be responsible for developing and deploying advanced models to assess the credit risk of retail and commercial clients.Key Responsibilities:Design and implement data-driven credit risk...


  • Montreal, Quebec, Canada National Bank Full time

    About the RoleWe are seeking a highly skilled Senior Data Scientist to join our Credit Risk team. As a key member of our team, you will be responsible for developing and deploying advanced statistical models to assess credit risk for retail and commercial clients.Key ResponsibilitiesDevelop and lead the development of regulatory PD, LGD, and EAD...


  • Montreal, Quebec, Canada National Bank of Canada Full time

    ​Credit Risk Modeling Senior Data Scientist Job DescriptionThe National Bank of Canada is seeking a talented Senior Data Scientist to join its Credit Risk Models team. As a Senior Data Scientist, you will play a key role in developing and deploying credit risk models to assess the credit risk of retail and commercial clients of the bank.​Main...

  • Senior Data Scientist

    4 weeks ago


    Montreal, Quebec, Canada National Bank Full time

    About the RoleWe are seeking a highly skilled Senior Data Scientist to join our Credit Risk Models team. As a key member of our team, you will be responsible for developing and deploying models to assess the credit risk of retail and commercial clients of the bank.Key ResponsibilitiesDefine the approach, lead, and develop regulatory PD, LGD, and EAD...


  • Montreal, Quebec, Canada National Bank of Canada Full time

    A career as a Senior Data Scientist within the Credit Risk Models team at National Bank of Canada 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, combining data with internal credit expertise to develop performing and explainable models,...


  • Montreal, Quebec, Canada Banque Nationale du Canada Full time

    Join Our Team as a Senior Data Scientist - Credit RiskWe are seeking a highly skilled Senior Data Scientist to join our team in the Analytical Vice-President, Credit and Climate Risks department. As a recognized specialist in business intelligence and data, you will be responsible for developing and validating models to support our credit risk management...


  • Montreal, Quebec, Canada Banque Nationale du Canada Full time

    Join our team of experts in risk modeling and strategies as a Senior Data Scientist/Team Lead. In this role, you will be responsible for developing risk decision models for personal financing products. Your expertise will be essential in supporting and coaching two senior data scientists in model development and ensuring the smooth progression of...


  • Montreal, Quebec, Canada Banque Nationale du Canada Full time

    Credit Risk Modeling Team LeadAs a Senior Credit Risk Modeling Expert at Banque Nationale du Canada, you will be responsible for developing and deploying models to assess the credit risk of individual clients and businesses. Your expertise in credit risk modeling will be invaluable in helping the bank make informed decisions about lending and credit...


  • Montreal, Quebec, Canada National Bank of Canada Full time

    A career as a Senior Data Scientist in the Credit Risk Models team at the National Bank of Canada 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, combining data with internal credit expertise to develop performing and explainable models,...


  • Montreal, Quebec, Canada Banque Nationale du Canada Full time

    About the RoleWe are seeking a highly skilled Senior Data Scientist and Team Lead to join our Risk Modeling and Strategies team. As a key member of our team, you will be responsible for developing risk decision models for personal financing products and guiding and coaching your team members on decision-making strategies.Your ResponsibilitiesSupport and...


  • Montreal, Quebec, Canada National Bank Full time

    About the RoleA career as Data Science Team Lead in the Risk Modeling and Strategies team involves developing risk decision models for personal financing products. The role also requires guiding and coaching team members on decision-making strategies to achieve common objectives.Your Key ResponsibilitiesSupport and coach senior data scientists in model...


  • Montreal, Quebec, Canada National Bank Full time

    A career as a Data Modeling Expert in the Credit Risk team at National Bank involves leveraging expertise in credit risk modeling to develop and deploy models assessing the credit risk of retail and commercial clients. You will work closely with internal partners to combine data with credit expertise, developing models that are both performing and...


  • Montreal, Quebec, Canada Banque Nationale du Canada Full time

    About the RoleWe are seeking a highly skilled Data Scientist to lead our team of data experts. As a Senior Data Scientist and Team Lead, you will be responsible for developing risk decision models for personal financing products and guiding your team members on decision-making strategies.Main ResponsibilitiesSupport and coach senior data scientists in model...


  • Montreal, Quebec, Canada National Bank Full time

    Lead a Team in Credit Risk ModelingWe are seeking an experienced professional to lead our team in credit risk modeling. As a Senior Data Scientist, you will be responsible for developing and deploying models to assess the credit risk of retail and commercial clients.Your Responsibilities:Define regulatory PD, LGD, and EAD models and lead their...


  • Montreal, Quebec, Canada National Bank of Canada Full time

    A career as a Senior Data Scientist and Team Lead in the Risk Modeling and Strategies team at National Bank of Canada involves developing risk decision models for personal financing products. It also involves guiding and coaching your team members on decision-making strategies to achieve common objectives.Your Key Responsibilities:Support and coach two...