Senior Data Scientist Production and Reporting Lead

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

Job summary

National Bank of Canada seeks a Senior Data Scientist to lead IFRS-9 reporting, risk analytics, and data management within the IFRS-9 & Credit Risk Analytics team. You will drive ECL processes, support related risk functions, and mentor junior staff.

You will collaborate with Economics, Finance, IT, and Audit, validating data and governance while exploring AI-enabled improvements. Strong mathematical, data skills, and regulatory knowledge are essential.

Qualifications

• Master's degree in a relevant field such as financial engineering, finance, statistics, mathematics, economics, computer science, or data science.

Responsibilities

• 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.
• Coach junior team members in IFRS-9 reporting, risk analysis and data management.
• Identify and recommend improvements to calculation and reporting processes, including leveraging AI tools for risk management.
• Demonstrate insight into internal client's business and develop innovative solutions that create value.

Skills

Python

Data Visualization

Data-Driven Decision-Making

Collaboration

Communication

Problem Solving

Teamwork

Initiative

Organisation

Rigor

Storytelling

Education

Master's degree in relevant field (financial engineering, finance, statistics, mathematics, economics, computer science, or data science)

CFA/FRM/SAS certification in progress or completed

Tools

SAS/SQL

Excel

VBA

Python

Job description

As a Senior Data Scientist in National Bank’s IFRS-9 and Credit Risk Analytics team, you will be responsible for IFRS-9 reporting, risk analytics, process development, and risk data management. You will also support closely related risk functions, including RWA, Economic Capital, risk-based pricing and stress testing. With strong quantitative and analytical skills, rich data experience, and knowledge of IFRS-9 and regulatory requirements, you will help strengthen NBC’s credit risk management by building efficient, robust risk processes and delivering insightful analysis to senior management.

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