Senior Data Scientist for IFRS 9 Modeling

4 hours ago

Richmond Hill, Ontario, Canada National Bank of Canada Full-time
Make a significant impact at National Bank as a Senior Data Scientist specializing in IFRS 9 model development and validation. Your analytical prowess will guide risk management practices. In the Credit Risk Analytics team, you will engage in developing models and conducting thorough analyses for IFRS 9 compliance. This role demands your deep knowledge of credit risk modeling along with hands-on experience in data interpretation. Your contributions will be vital for implementing effective risk strategies that meet regulatory standards.

Key Responsibilities
• Develop and document IFRS 9 models for retail and wholesale
• Perform model backtesting and evaluate effectiveness
• Keep pace with evolving regulatory frameworks
• Conduct assessments for parameter recalibration
• Collaborate with various risk functions on model changes

Requirements:
• Master’s or higher in a quantitative discipline
• 2-3 years in credit risk model development
• Expertise in Python, SAS, or SQL
• Strong analytical and communication abilities
• Capacity to adhere to tight deadlines Utilize your skills to drive insight and innovation in risk management at National Bank.