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 setting focused on continuous learning and development.Key Responsibilities:Evaluate the soundness and compliance of credit risk modelsAnalyze and document quality of data used in modelsPerform stability and sensitivity testing on credit modelsPrepare validation reports highlighting key insightsAssist during regulatory reviews and auditsRequirements:Bachelor's or master's degree in statistics or finance5+ years in credit risk modeling and validation experienceProficiency in regulatory frameworks and statistical methodsSkilled in programming languages like R and SQLFamiliarity with Basel II and III regulationsLeverage your data science expertise to enhance financial strategies at National Bank.#J-18808-Ljbffr

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