Develop IFRS 9 and stress testing models at National Bank, using Python, SAS, SQL, and robust credit risk analytics expertise. Support wholesale and retail portfolios.

As a Senior Data Scientist in Credit Risk Analytics, you will develop, recalibrate, and monitor quantitative models. You will analyze IFRS 9 results, assess expected credit loss impacts, and support related risk functions including RWA and Economic Capital. Your work will inform credit risk management and senior management analysis.

Key Responsibilities

Develop and recalibrate IFRS 9 and stress testing models

Document data selection, modeling techniques, and implementation

Conduct backtesting and monitor model performance

Assess expected credit loss impacts from model and process changes

Analyze IFRS 9 results and identify ECL movement drivers

Requirements

Master’s or PhD in a relevant quantitative field

Two to three years in credit risk model development or validation

Knowledge of IFRS 9 and regulatory requirements

Experience with SAS, Python, MS Excel VBA, or SQL

Strong analytical and communication skills

Apply credit risk modeling, IFRS 9 expertise, and analytical skills to strengthen National Bank’s risk management capabilities.

📌 Senior IFRS 9 Credit Risk Scientist (Winnipeg)
🏢 National Bank of Canada
📍 Winnipeg