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 team-oriented relationships with key stakeholders in a team dedicated to continuous development and innovation.Key Responsibilities:Ensure the mathematical soundness of credit risk modelsAnalyze data for relevance, integrity,



and assumptionsConduct robustness and stability testing of modelsCreate structured validation reports with clear findingsProvide documentation and technical support during auditsRequirements:Bachelor's or master's degree in a quantitative discipline5+ years in relevant financial rolesStrong grounding in ICAAP, IFRS9, and credit riskFamiliarity with SAS, SQL, Python, and MATLABMaster the Basel II and III frameworksBring your expertise in model validation and risk management to the forefront at National Bank!#J-18808-Ljbffr

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