03 Aug
|
Desjardins
|
Quebec City
03 Aug
Desjardins
Quebec City
Responsibilities Ensure that modelling processes make appropriate use of available data based on characterization, quality and processing as part of strategic initiatives
Ensure that predictive modelling is carried out according to the required standards and that Desjardins Group's quality criteria are met through the validation process
Analyze the business needs behind the model and confirm the model’s suitability through validation
Ensure that the programming required to prepare and mine data, and to develop, evaluate, support, roll out and manage highly conceptually complex and innovative models meets the required standards
Use advanced and innovative statistical, machine learning and artificial intelligence methods to test the methodologies proposed by the first line of defence
Help draft guidelines and methods and shape methodological and technological choices
Advise and train teams on quantitative model validation methods and update them to improve delivery speed
Identify opportunities to optimize rules and systems, anticipate underlying impacts of changes and help develop data management and modelling support tools
Represent teams with various internal interested parties
Monitor the industry to understand and anticipate trends in your field of expertise in model validation, with a view to developing and updating practices that are contextually appropriate for the organization.
What we offer Competitive salary and annual bonus 4 weeks of flexible vacation starting in the first year
Defined benefit pension plan that provides predictable, secure income throughout retirement
Group insurance including telemedicine
Reimbursement of health and wellness expenses and telework equipment
Benefits apply based on eligibility criteria.
What you bring to the table What you bring to the table Bachelor's degree in a related field A minimum of four years of relevant experience, Please note that other combinations of qualifications and relevant experience may be considered
Knowledge of French is required Intermediate knowledge of English due to the nature of the duties or work tools or because the position involves interactions with English-speaking partners, members and/or clients
Proficiency in risk management models in at least one of the following areas: Credit: Scoring models, shadow ratings, IFRS 9 and regulatory parameters (PD, LGD, EAD, SICR, ECL, for example), including economic capital calculation and stress testing using SAS, Python, MATLAB and RiskFrontier Liquidity: Pre-payment models, LCR, NCCF including economic capital calculation and stress testing using QRM and Python Knowledge of mathematical modelling and statistics Knowledge of programming: C++, SQL, Python, MATLAB, VB, SAS Knowledge of the banking industry Knowledge of Basel regulations Complexity, Innovation, Interpersonal Savvy Trade Union (If applicable)
At Desjardins, we believe in equity, diversity and inclusion. We're committed to welcoming, respecting and valuing people for who they are as individuals, learning from their differences, embracing their uniqueness, and providing a positive workplace for all. At Desjardins, we have zero tolerance for discrimination of any kind. We believe our teams should reflect the diversity of the members, clients and communities we serve. If there's something we can do to help make the recruitment process or the job you're applying for more accessible, let us know. We can provide accommodations at any stage in the recruitment process. Just ask!
Desjardins Group is the largest cooperative financial group in North America. We're the choice for over 52,000 employees and we're named one of Canada's top employers by Mediacorp and Forbes. We offer a full range of financial products and services and share our expertise in personal services, business services, wealth management, life and health insurance, and property and casualty insurance. Pursuing a career at Desjardins means being part of an organization that puts people first.
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📌 Data Scientist, Model Validation (Quebec City)
🏢 Desjardins
📍 Quebec City