Join National Bank as a Senior Data Scientist specializing in model validation in the Risk Management Models team. Utilize your advanced skills in statistical modeling and credit risk assessment. In this critical role, you will validate credit risk models to ensure compliance with regulatory standards such as ICAAP and IFRS9.

Your expertise will help in maintaining the integrity and performance of these models, directly influencing the financial stability of the organization. Collaborate with various stakeholders while contributing to an workplace focused on continuous learning and development. Key Responsibilities:

- Evaluate the soundness and compliance of credit risk models
- Analyze and document quality of data used in models




- Perform stability and sensitivity testing on credit models
- Prepare validation reports highlighting key insights
- Assist during regulatory reviews and audits Requirements:
- Bachelor’s or master’s degree in statistics or finance
- 5+ years in credit risk modeling and validation experience
- Proficiency in regulatory frameworks and statistical methods
- Skilled in programming languages like R and SQL
- Familiarity with Basel II and III regulations Leverage your data science expertise to enhance financial strategies at National Bank.

📌 Senior Data Scientist for Risk Management (Montreal)
🏢 National Bank of Canada
📍 Montreal