Make a significant impact at National Bank as a Senior Data Scientist specializing in IFRS 9 model development and validation. Your analytical prowess will guide risk management practices. In the Credit Risk Analytics team, you will engage in developing models and conducting thorough analyses for IFRS 9 compliance.

This role demands your deep knowledge of credit risk modeling along with hands-on experience in data interpretation. Your contributions will be vital for implementing effective risk strategies that meet regulatory standards. Key Responsibilities:

- Develop and document IFRS 9 models for retail and wholesale
- Perform model backtesting and evaluate effectiveness
- Keep pace with evolving regulatory frameworks
- Conduct assessments for parameter recalibration
- Collaborate with various risk functions on model changes Requirements:
- Master’s or higher in a quantitative discipline
- 2-3 years in credit risk model development
- Expertise in Python, SAS, or SQL
- Robust analytical and communication abilities
- Capacity to adhere to tight deadlines Utilize your skills to drive insight and innovation in risk management at National Bank.

📌 Senior Data Scientist for IFRS 9 Modeling (Richmond Hill)
🏢 National Bank of Canada
📍 Richmond Hill