Become a pivotal player at National Bank as a Senior Data Scientist focusing on model validation within the Risk Management Models team. Utilize your skills in statistical modeling and compliance to enhance credit risk models.
In this senior-level role, you'll ensure the robustness and regulatory alignment of credit risk models. Your expertise will aid in validating models for ICAAP, IFRS9, and stress testing exercises. You'll also utilize advanced techniques to analyze model integrity and performance. Join a team committed to meticulous governance in a hybrid work workplace, emphasizing continuous development.
Key Responsibilities:
• Assess credit risk model conceptual soundness and alignment
• Analyze data quality and documentation integrity




• Test model performance through various analyses
• Draft detailed validation reports on findings
• Support team during audits and regulatory reviews
Requirements:
• Master’s or bachelor’s in a quantitative field
• 5+ years in credit risk modeling or validation
• Expertise in Basel II/III and statistical methods
• Proficient in programming tools like SQL and Python
• Solid understanding of regulatory frameworks
Apply your statistical expertise and regulatory knowledge to strengthen the National Bank’s credit risk models.
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📌 Senior Data Scientist at National Bank (Montreal)
🏢 National Bank of Canada
📍 Montreal