Data Scientist-Consultant

Datavail; Canada; Remote; CAD 80,000 - 110,000; Full time

Job summary

This innovative firm is seeking a skilled data analyst with expertise in SQL and Python to join their dynamic team. In this role, you will leverage your experience in risk parameter calibration and IFRS 9 methodologies to develop and implement models that ensure compliance with regulatory standards. You will be part of a collaborative environment where your contributions will directly impact the company's success in delivering top-notch data management solutions. If you are passionate about data analysis and want to make a difference in the field of risk management, this opportunity is perfect for you.

Qualifications

• 7+ years of experience in data analysis and model development.
• Familiarity with IFRS 9 and Economic Capital Frameworks.

Responsibilities

• Utilize SQL and Python for data analysis and model development.
• Calibrate PD, LGD, and EAD for compliance with regulatory requirements.

Skills

SQL

Python

Risk Parameter Calibration

Time Series Analysis

Macroeconomic Modeling

Education

Bachelor's Degree in a related field

Job description

Datavail is a leading provider of data management, application development, analytics, and cloud services, with more than 1,000 professionals helping clients build and manage applications and data via a world-class tech-enabled delivery platform and software solutions across all leading technologies. For more than 17 years, Datavail has worked with thousands of companies spanning different industries and sizes, and is an AWS Advanced Tier Consulting Partner, a Microsoft Solutions Partner for Data & AI and Digital & App Innovation (Azure), an Oracle Partner, and a MySQL Partner.

Job Description

Responsibilities:

• Experience in SQL and Python: Demonstrated ability to utilize these tools for data analysis, model development, and implementation.
• Understanding of IFRS 9 and Economic Capital Frameworks: Familiar with methodologies for expected credit loss (ECL) estimation under IFRS 9 and/or frameworks related to Economic Capital, with emphasis on regulatory compliance.
• Expertise in Risk Parameter Calibration: Hands-on experience calibrating Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) for wholesale and/or commercial portfolios, ensuring alignment with regulatory requirements such as CAR guidelines where applicable.
• Knowledge of time series analysis and macroeconomic modeling, particularly for developing forward-looking credit risk forecasts or scenario analysis.

Experience:

• Experience developing PD, LGD, EAD parameter models. Familiarity with IFRS9 modelling frameworks and guidelines.
• Overall 7+ years of experience.

Qualifications:

Job Info

• Job Identification: 1176
• Job Category: Technical
• Posting Date: 02/04/2025, 07:14 PM
• Locations: 10 Four Seasons, Toronto, ON, M9B 6H7, CA (Remote)