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 • Solid analytical and communication abilities • Capacity to adhere to tight deadlines

Utilize your skills to drive insight and innovation in risk management at National Bank. #J-18808-Ljbffr

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