Data Scientist

2 weeks ago

Montréal, Canada National Bank of Canada Full time

**Your job**:

- Develop PD, LGD and EAD regulatory models following a rigorous and documented approach
- Perform quantitative personal and business portfolio analysis
- Popularize and defend the models developed with internal partners and regulatory authorities
- Actively participate with IT partners and business lines to ensure the understanding and implementation of the models developed
- Monitor the performance of models developed using recognized statistical measures (backtesting)

**Your team**:
Within the Credit Analytics and Climate Risks sector, you are part of a vice-presidency of about fifty colleagues and a team of about ten expert colleagues. You report to the Senior Director, Credit Risk Models. Our team stands out for its varied expertise in credit risk and quantitative methods. You have a flexible and hybrid working environment.

**Prerequisite**:

- Bachelor's degree related to the industry (mathematics, statistics, econometrics, financial engineering, etc.) and 3-5 years of relevant experience or Master's degree related to the industry and 1-3 years of relevant experience
- Experience in statistical and probabilistic modeling
- Good programming knowledge, preferably SAS or SQL
- Knowledge of the Basel Accord and IFRS9 is an asset
- Good writing skills (technical documentation, PowerPoint presentation)

**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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