06 Sep
|
National Bank of Canada
|
Montreal
06 Sep
National Bank of Canada
Montreal
Pursue your ambitions as a Senior Data Scientist at National Bank's Risk Management team, specializing in model validation and risk assessment. Enjoy the benefits of a hybrid work environment while making impactful contributions. This role demands your solid quantitative skills and 5 years of relevant experience to assess and validate mathematical models.
You’ll work closely with stakeholders to ensure the accuracy of inputs, verify assumptions, and document findings comprehensively. Your analytical prowess will directly influence risk management strategies and decision-making. Key Responsibilities:
- Assess mathematical specifications and regulatory compliance
- Verify the quality and relevance of input data
- Conduct performance stability analyses and benchmarking
- Identify uncertainties and document model risks
- Collaborate with governance committees and senior management
Requirements:
- Bachelor’s degree in statistics or a related field with 5 years of experience
- Proficient in SAS Base, SAS EG, Python, Matlab, or R
- Understanding of Basel II Accord standards
- Insight into financial crime risks
- Experience with credit risk parameter estimation
Bring your expertise in data science to National Bank and contribute to innovative risk management solutions.
📌 Senior Data Scientist Hybrid Position (Montreal)
🏢 National Bank of Canada
📍 Montreal