Data Scientist – Credit Risk Management TFG Financial Corporation, Jasper, Alberta Canada (Remote within Canada). Full-time.

Department: Risk Management / Credit Analytics. Permanent, full-time.

Location: Remote (within Canada). We are seeking a highly analytical and detail-oriented Data Scientist to join our Credit Risk Management team. You will develop, validate, and maintain credit risk models used to assess the level of credit risk in lending activities, including: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), Pre-Provision (PP), Stress Testing Models, and Challenger Models.

You will conduct in-depth data analysis, ensure model compliance with regulatory standards, and collaborate with business units to support risk mitigation and improve portfolio performance. Develop, implement, and maintain credit risk models (PD, LGD, EAD, PP, Stress Testing, Challenger Models) using advanced statistical, machine learning, and data science techniques. Conduct stress testing and scenario analysis to quantify risk under various economic conditions.

Extract, clean, and analyze large datasets to support model development, testing, and validation. Perform model performance monitoring and back-testing to ensure ongoing accuracy and robustness. Prepare comprehensive model documentation and validation reports in line with internal standards and regulatory expectations.

Ensure all models are compliant with Basel III, IFRS 9, and internal risk policies. Collaborate with stakeholders across risk, finance, compliance,



and IT to integrate models into enterprise systems and decision-making processes. Track and report deviations in risk metrics, providing recommendations for model improvements or risk mitigation actions.

Stay abreast of regulatory developments, industry best practices, and advancements in credit risk modeling. Bachelor’s, Master’s, or PhD in Data Science, Statistics, Economics, Finance, Mathematics, or related field.

Experience: Minimum 3 years in credit risk modeling, financial risk analysis, or data science within banking/financial services.

Technical: Proficiency in SAS, R, Python, or similar;

experience with Tableau, Power BI or similar visualization tools.

Regulatory knowledge: experience in portfolio risk analysis, stress calculations, and related concepts.

Experience with big data tools or cloud platforms; familiarity with challenger model development or ML-based credit scoring; risk/financial modeling certification is a plus. As part of the Travelers Financial Group of Companies, we are a leading independent commercial equipment finance company in Canada, providing financing and leasing for trucks, trailers, construction, and manufacturing equipment. We are an equal opportunity employer with a comprehensive perks package, including medical and dental, vision care, life insurance, EAP, and an employee investment program with RRSP matching.

We offer flexible working arrangements (office, hybrid, or remote for most roles). Dental care Employee assistance program Life insurance Work from home

📌 Data Scientist (Full-time Remote) (Jasper)
🏢 The Fairmont Jasper Park Lodge
📍 Jasper