Data Scientist, SAS-to-Python Migration

FP Inc.; Toronto; Hybrid; CAD 90,000 - 113,000; Part time

Job summary

FP Inc. in Downtown Toronto is seeking a Data Scientist to translate SAS scripts into Python for IFRS9 modeling, risk campaigns, and reporting. You will ensure functional equivalence, optimize performance, and work in a hybrid downtown environment on a 6-month contract.

Typical day includes parallel validation of SAS vs Python, data mining and modeling in IFRS9 and credit risk, building data lineage and a data dictionary, and delivering training for staff to sustain the migration.

Qualifications

• 5 - 9 years of experience in SAS migration and data migration, with preference for candidates from financial institutions.
• Advanced SAS and Python expertise, with proven SAS-to-Python migration experience
• Proficiency in data profiling, validation, and quality assurance
• Data lineage mapping and data dictionary development expertise
• Strong understanding of IFRS9 modeling and credit risk analytics
• Parallel testing and validation capabilities

Responsibilities

• Parallel Validation: Execute simultaneous runs of legacy SAS and new Python processes to verify identical outputs and mitigate transition risks.
• Data Mining & Statistical Modelling: Leverage advanced data mining techniques and statistical modelling methodologies to extract, analyze, and validate complex datasets within the IFRS9 and Risk Management domains
• Data Lineage & Compliance: Create a comprehensive data dictionary and establish end-to-end data lineage, documenting data origin, transformation, and movement throughout its lifecycle to support regulatory compliance and auditability.
• Training and Knowledge Transfer: Conduct structured training sessions with permanent staff to ensure seamless sustainment.

Skills

SAS migration

Python programming

Data profiling

Data quality assurance

Data lineage mapping

IFRS9 modeling

Parallel testing

Documentation

Education

Bachelor's degree

Master's degree or equivalent in statistics

Job description

JOB DESCRIPTION

Location: Hybrid (Downtown, Toronto)

Duration: 6 months

Our client, a leading financial institution in Downtown Toronto, is looking for a Data Scientist, SAS-to-Python Migration to Translate existing SAS scripts into Python for critical deliverables, including IFRS9 Model, Risk Campaigns, and Reporting and Analytics. Ensure logic accuracy and functional equivalence, optimizing code for performance and maintainability in the Python environment The successful candidate will have the opportunity to work with one of the Top 5 Banks in Canada.

Typical Day in role:

• Parallel Validation: Execute simultaneous runs of legacy SAS and new Python processes to verify identical outputs and mitigate transition risks.
• Data Mining & Statistical Modelling: Leverage advanced data mining techniques and statistical modelling methodologies to extract, analyze, and validate complex datasets within the IFRS9 and Risk Management domains
• Data Lineage & Compliance: Create a comprehensive data dictionary and establish end-to-end data lineage, documenting data origin, transformation, and movement throughout its lifecycle to support regulatory compliance and auditability.
• Training and Knowledge Transfer: Conduct structured training sessions with permanent staff to ensure seamless sustainment.

Must-Have Skills:

• 5 - 9 years of experience in SAS migration and data migration, with preference for candidates from financial institutions.
• Advanced SAS and Python expertise, with proven SAS-to-Python migration experience
• Proficiency in data profiling, validation, and quality assurance
• Data lineage mapping and data dictionary development expertise
• Strong understanding of IFRS9 modeling and credit risk analytics
• Parallel testing and validation capabilities

Nice-To-Have Skills:

• Financial institution background

Soft Skills Required:

• Excellent technical documentation and communication abilities
• Proven ability to work with teams and deliver on time
• Post-conversion support and maintenance capability

Education:

• Bachelor's Degree
• Master's degree or equivalent in statistical background

FP Inc. is committed to creating an inclusive environment where all team members and clients feel like they belong. In accordance with the requirements set out in the Employment Standards Act, FP Inc. hereby declares that AI is utilized in the screening process for this position. The hourly compensation range for this role is C$65-C$82 per hour. We seek applicants with a wide range of abilities, and we provide an accessible candidate experience. We advocate for you and welcome anyone regardless of race, colour, religion, national origin, sex, physical or mental disability, or age.