Lead Credit Risk Modeling Scientist (Hybrid)

National Bank of Canada; Edmonton; Hybrid; CAD 110,000 - 170,000; Full time

Benefits offered by this job

Health and wellness program

Flexible group insurance

Generous pension plan

Employee Share Ownership Plan

Employee and family assistance program

Preferential banking services

Involvement in community initiatives

Telemedicine service

Virtual sleep clinic

Job summary

The National Bank of Canada in Edmonton is seeking a Senior Data Scientist to lead credit risk modelling for Personal and Commercial Banking clients. You will develop and deploy models, act as a modelling expert, and guide colleagues on best practices.

You will collaborate with IT partners and business lines, defend models with regulators, and contribute to strategic decisions, with a strong focus on AI, IFRS9, and Basel guidelines.

Qualifications

• Diploma in mathematics, statistics, financial engineering, econometrics or a related field with 5 to 7 years of relevant experience.
• Modelling or statistical and probabilistic validation experience.
• In-depth knowledge of credit risk management, Basel Accord, OSFI CAR and E-23 guidelines.
• Solid knowledge of programming, preferably SAS or SQL.
• Solid knowledge of IFRS9 and its application, an asset.
• Strong interest in Artificial Intelligence (AI).

Responsibilities

• Define the approach, direct and develop regulatory models of probability, loss and exposure at default.
• Explain and defend the models developed with internal partners and regulatory authorities.
• Actively participate with IT partners and business lines to ensure models are understood and implemented.
• Serve as a team lead and expert for colleagues, internal and external partners and on committees.
• Identify issues and problems related to models, develop solutions and secure stakeholder buy-in.
• Contribute to advancing modelling techniques in line with regulatory requirements and industry advances.

Skills

Artificial Intelligence

Statistical Modeling

Teamwork

Communication

Learning Agility

Initiative

Risk Management

Resiliency

Diversity & Inclusion

Education

Diploma in mathematics/statistics/financial engineering/econometrics or related field

Tools

SAS

SQL

Job description

The National Bank of Canada in Edmonton is seeking a Senior Data Scientist to lead credit risk modelling for Personal and Commercial Banking clients. You will develop and deploy models, act as a modelling expert, and guide colleagues on best practices.

You will collaborate with IT partners and business lines, defend models with regulators, and contribute to strategic decisions, with a strong focus on AI, IFRS9, and Basel guidelines.