Take on the challenging role of Senior Data Scientist in Model Validation at National Bank, focusing on credit risk models. Leverage your statistical modeling expertise in a supportive hybrid work environment. This senior position plays a crucial role in validating and ensuring compliance of credit risk models while supporting the governance of regulatory capital requirements.

Your ability to analyze model performance and data quality will directly impact financial decision-making. You'll also maintain cooperative relationships with key stakeholders in a team dedicated to continuous development and innovation. Key Responsibilities:

- Ensure the mathematical soundness of credit risk models
- Analyze data for relevance, integrity, and assumptions




- Conduct robustness and stability testing of models
- Create structured validation reports with clear findings
- Provide documentation and technical support during audits Requirements:
- Bachelor’s or master’s degree in a quantitative discipline
- 5+ years in relevant financial roles
- Strong grounding in ICAAP, IFRS9, and credit risk
- Familiarity with SAS, SQL, Python, and MATLAB
- Master the Basel II and III frameworks Bring your expertise in model validation and risk management to the forefront at National Bank!

📌 Model Validation Data Scientist Role (Montreal)
🏢 National Bank of Canada
📍 Montreal