Senior Data Scientist Production and Reporting Lead

National Bank of Canada; Richmond Hill; On-site; CAD 90,000 - 120,000; 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

National Bank of Canada is seeking an experienced IFRS-9 risk analytics professional to lead risk processes for new product launches, acquisitions, and data integration, with emphasis on ECL reporting and governance.

You will collaborate with Economics, Finance, IT and Internal Audit, coach junior staff, and explore AI-enabled improvements to risk calculations and reporting. The role sits in a dynamic team focused on IFRS-9, stress testing, and regulatory reporting in a fast-paced environment.

Qualifications

• Master’s degree in a relevant field (financial engineering, finance, statistics, mathematics, economics, computer science, or data science).
• 3–5 years of professional risk management experience; previous risk reporting in Canada and people management experience is an asset.
• Hands-on experience managing, reconciling, and interpreting large and complex enterprise-level data sets; strong attention to detail.
• Knowledge of IFRS-9 and regulatory requirements; ability to work under pressure and tight deadlines.
• Hands-on experience with SAS/SQL, Python, Microsoft Excel, and VBA.
• Pursuing CFA, FRM, or SAS certification; knowledge of AI or machine learning is an asset.

Responsibilities

• Lead the development of risk processes to support new product launches, acquisitions, new portfolio integration, data migration and risk reporting.
• Manage IFRS-9 reporting processes to deliver timely ECL results.
• Analyze IFRS-9 ECL results, identify key drivers of movements, and prepare materials for stakeholders, external auditors, and regulators.
• Validate inputs and outputs to support quality control and governance; develop IFRS-9 documentation.
• Respond to ad hoc requests from IFRS-9 stakeholders and senior management accurately and efficiently.
• Coordinate collaboration with IFRS-9 stakeholders including Economics, Finance, IT, AIRB Model Development, Model Validation, and Internal Audit.
• Coach junior team members in IFRS-9 reporting, risk analysis, and data management.
• Identify and recommend improvements to calculation and reporting processes, including AI tools for risk management.
• Demonstrate insight into the client’s business and develop innovative value-adding solutions.

Skills

Banking

Business Acumen

Collaboration

Communication

Data Visualization

Data-Driven Decision-Making

Initiative

Organization Skills

Problem Solving

Python

Rigor

Self-Sufficiency

Storytelling

Teamwork

Education

Master's degree

CFA/FRM/SAS certification in progress

Tools

SAS/SQL

Python

Excel

VBA

Job description

Your role:

• Lead the development of risk processes to support new product launching, acquisitions, new portfolio integration, data migration and risk reporting.
• Manage and execute IFRS-9 reporting processes to deliver timely and accurate ECL results.
• Analyze IFRS-9 ECL results in depth, identify key drivers of ECL movements, and prepare materials for stakeholders, external auditors, and regulators.
• Validate process inputs and outputs to support quality control and governance, and develop and maintain IFRS-9 documentation.
• Respond to ad hoc requests from IFRS-9 stakeholders and senior management accurately and efficiently.
• Manage the collaboration with IFRS-9 stakeholders, including but not limited to, Economics, Finance, IT, Business, AIRB Model Development, Model Validation Group, and Internal Audit.
• Coach junior team members in IFRS-9 reporting, risk analysis and data management.
• Identify and recommend improvements to calculation and reporting processes, including but not limited to leveraging AI tools for effective risk management and process development.
• Demonstrate insight into internal client’s business and develop innovative solutions that create value.

Your team:

As part of the IFRS-9 & Credit Risk Analytics sector, you will join a team of 25 colleagues and report to the Senior Director. Our team stands out for its expertise in model development, model implementation, and risk reporting across IFRS-9, stress testing, and capital. As some processes support the Bank’s month-end and quarter-end public and regulatory reporting, the team occasionally works under tight deadlines and pressure. We offer a broad range of development opportunities, including coaching, hands‑on learning, training courses, and collaboration with colleagues who bring diverse expertise in data analytics, model development, risk programming, and presentations to senior management.

Prerequisites:

• Hold a master’s degree in a relevant field such as financial engineering, finance, statistics, mathematics, economics, computer science, or data science.
• Have 3 - 5 years of professional experience in risk management; previous risk reporting in Canada and people management experience is an asset.
• Have hands‑on experience managing, reconciling, and interpreting large and complex enterprise‑level data sets; demonstrate strong attention to details.
• Demonstrate ability to work under pressure and tight deadline, exceptional critical thinking skills and learning skills, and knowledge of IFRS-9 and regulatory requirements.
• Have hands‑on experience with SAS/SQL, Python, Microsoft Excel, and VBA.
• Have completed or be progressing toward the CFA, FRM, or SAS certification; knowledge of artificial intelligence or machine learning is an asset.

Languages: English

Required skills: Banking, Business Acumen, Collaboration, Communication, Data Visualization, Data-Driven Decision-Making, Initiative, Organization Skills, Problem Solving, Python, Rigor, Self-Sufficiency, Storytelling, 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!