A career as a Senior Data scientist in the Credit risk models team means acting as a modelling expert. You will work on developing and deploying models to assess the credit risk of the Bank's Personal and commercial Banking clients. Define the approach, direct and develop regulatory models of probability, loss and exposure at default Explain and defend the models developed with internal partners and regulatory authorities Serve as a team lead and expert for colleagues, internal and external partners and on various committees Contribute to advancing the sector in terms of the evolution of modelling and model development techniques in line with regulatory requirements and industry advances. Within the Credit Analytics and Climate Risk sector, you are part of a team of about fifteen expert colleagues. You report to the Senior Director of Credit Risk Models. Our team stands out for its diverse expertise in credit risk and quantitative methods. You enjoy a flexible and hybrid working workplace. We favour a variety of forms of continuous learning to enhance your development, including on-the-job learning, training content and working with colleagues with diverse backgrounds and expertise. The Bank values continuous development and internal mobility. Our personalised training programs, based on on on-the-job learning, help you master your profession and develop new fields of expertise. Tools such as the Data Academy, language training,



the Harvard Learning Centre and coaching and mentoring support are available to you at any time. Diploma in mathematics, statistics, financial engineering, econometrics or a related field with 5 to 7 years of relevant experience In-depth knowledge of credit risk management, the Basel Accord, and OSFI CAR and E-23 guidelines Solid knowledge of programming, preferably SAS or SQL Solid knowledge of IFRS9 and its application, an asset. Strong interest in Artificial Intelligence (AI) In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family such as: * Flexible group insurance * Generous pension plan * Employee and family assistance program * Preferential banking services * Involvement in community initiatives * Virtual sleep clinic Whether through our surveys or programs, regular feedback and ongoing communication are encouraged. We’re a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our core values of partnership, agility, and empowerment inspire us, and inclusion is central to our commitments. Artificial Intelligence, Communication, Diversity & Inclusion, Risk Management, Statistical Modeling, Teamwork, Cybersecurity, Empathy, Initiative, Learning Agility, Resiliency, Learning models

📌 Data Scientist / Senior Data Scientist (Edmonton)
🏢 National Bank
📍 Edmonton