Description

Area(s) of interest: Business intelligence and data

Location(s): Montreal

A career as a Senior Data scientist on the risk Management team at National Bank means acting as a model validation specialist. This position allows you to have a positive impact on our organisation thanks to your expertise in risk quantification and management, as well as your analytical and interpersonal skills.

Responsibilities

  • Assess the conceptual soundness of models (mathematical specifications, regulatory compliance, limits, etc.)
  • Assess the quality and relevance of input data, verify assumptions and the treatment of outliers
  • Assess the accuracy and performance of models (robustness, stability, sensitivity analyses, backtesting, benchmarking)
  • Identify uncertainties and assess the risk associated with the models
  • Document analysis findings and conclusions in validation reports
  • Interact with stakeholders (model developer/owner, governance committees, senior management)

Your team

The risk Management team is made up of more than 133 specialists who work agile, proactive and collaborative to seize opportunities. Keep up with the latest technology and continuously improve processes. Within the risk Management sector, you are part of a large team of 12 colleagues and you will report to the Senior Manager – Data Validation Analytics. Our goal is to offer you maximum flexibility to promote your quality of life. This includes a hybrid work environment and a flexible and adaptable schedule.

Prerequisites

  • A Bachelor’s degree in statistics, actuarial, finance, mathematics or a related field and 5 years of relevant experience or a completed master’s degree and 3 years of relevant experience
  • Understand and interpret Basel II Accord
  • Be aware of the risks related to financial crime

Languages

Reason to require this language: you will need to carry out regularly tasks that require the use of IT apps and tools unavailable in French.

Skills

  • Banking Basel II
  • Matlab
  • Performance Analysis
  • Problem Solving
  • Python
  • Statistics
  • Storytelling
  • Teamwork
  • Initiative
  • Exploratory Data Analysis
  • Financial Crime Analytics
  • Credit Risk Modeling

Benefits

  • Health and wellness program, including many options
  • Employee Share Ownership Plan
  • Employee and family assistance program
  • Preferential banking services
  • Involvement in community initiatives
  • Virtual sleep clinic

We welcome all candidates!

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