National Bank | Senior Data Scientist credit risk modeling
4 weeks ago
A career as a Senior analytical data scientist within 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 Job:
- 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.
Prerequisites:
- 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.
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
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.
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
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