Senior Data Scientist

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

A career as a Senior Data scientist in the
Credit risk models team means acting as a modelling expert. You will work on
developing and deploying models to assess the credit risk of the Bank's
Personal and commercial Banking clients. As a leader on the modelling team, you
will share your expertise and experience to contribute to the professional
development of your colleagues. You will play an essential role in strategic
decision-making and continuously improve practices. Autonomy, discipline and
initiative will make you stand out.

• 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
  the models developed are understood and implemented
• Serve as a team lead and expert for colleagues, internal and
  external partners and on various committees
• Quickly identify issues and problems related to models, develop
  appropriate solutions and ensure stakeholder buy-in
• Contribute to advancing the sector in terms of the evolution of
  modelling and model development techniques in line with regulatory
  requirements and industry advances.

Your team:

Within the Credit Analytics and Climate Risk
sector, you are part of a team of about fifteen expert colleagues. You report
to the Senior Director of Credit Risk Models. Our team stands out for its
diverse expertise in credit risk and quantitative methods. You enjoy a flexible
and hybrid working environment.

We favour a variety of forms of continuous
learning to enhance your development, including on-the-job learning, training
content and working with colleagues with diverse backgrounds and expertise.

The Bank values continuous development and
internal mobility. Our personalised training programs, based on on on-the-job
learning, help you master your profession and develop new fields of expertise.
Tools such as the Data Academy, language training, the Harvard Learning Centre
and coaching and mentoring support are available to you at any time.

Prerequisites:

• 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, the Basel Accord,
  and 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)

Languages:

French, English

Reason to require this language: you will need to discuss frequently with our service providers or partners who speak a language other than French.

Required skills:

Artificial Intelligence, Communication, Cybersecurity, Diversity & Inclusion, Empathy, Initiative, Learning Agility, Learning models, Resiliency, Risk Management, Statistical Modeling, Teamwork

Your benefits

• Health and wellness program, including many options
• 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

We have an offer that keeps up with trends as well as your needs and those of your family.

Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We value employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication are encouraged.

Making a bold move in a people-first environment

We’re a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on people’s lives. Our core values of partnership, agility, and empowerment inspire us, and inclusion is central to our commitments. We aim, wherever possible, to provide a barrier-free and accessible environment to all employees.

We strive to provide accessibility measures throughout the recruitment process within the limits of our available resources. If you require accommodations, feel free to let us know during our initial conversations. We welcome all candidates! What can you bring to our team?