Senior Credit Risk Modeler

National Bank of Canada; Montreal (administrative region); Hybrid; CAD 85,000 - 115,000; Full time

Benefits offered by this job

Health and wellness program

Flexible group insurance

Generous pension plan

Employee Share Ownership Plan

Telemedicine service

Job summary

A leading financial institution in Montreal seeks a Data Scientist within its Credit Risk Models team to assess credit risk for both Retail and Commercial clients. The role involves developing regulatory models and performing quantitative analyses, requiring a Master’s degree and 5 to 8 years of relevant experience in the field. Benefits include a health and wellness program, flexible insurance, and a generous pension plan, allowing for a diverse and inclusive work culture.

Qualifications

• 5 to 8 years of relevant experience in quantitative analysis, modeling, or credit risk.
• Experience in credit risk modeling within a banking or financial environment.
• Hands-on experience with regulatory frameworks like IFRS 9 or Basel Accords.

Responsibilities

• Develop regulatory PD, LGD, and EAD models.
• Perform quantitative analyses of credit portfolios.
• Monitor model performance using statistical measures.

Skills

Quantitative analysis

Modeling

Programming with SQL and SAS

Strong written communication

Education

Master’s degree in a quantitative field

Tools

IFRS 9

Basel Accords

Job description

A leading financial institution in Montreal seeks a Data Scientist within its Credit Risk Models team to assess credit risk for both Retail and Commercial clients. The role involves developing regulatory models and performing quantitative analyses, requiring a Master’s degree and 5 to 8 years of relevant experience in the field. Benefits include a health and wellness program, flexible insurance, and a generous pension plan, allowing for a diverse and inclusive work culture.