Senior Data Scientist - Risk Model Validation (Hybrid)

National Bank of Canada; Montreal (administrative region); Hybrid; 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

Telemedicine service

Virtual sleep clinic

Job summary

A major financial institution in Canada is seeking a Senior Data Scientist for their Risk Management team to act as a model validation specialist. The role involves assessing model conceptual soundness, evaluating data quality, and collaborating with stakeholders. Candidates should possess a Bachelor’s degree with relevant experience in risk quantification. The bank offers a hybrid work environment and competitive benefits, promoting a positive employee experience and continuous personal development.

Qualifications

• 5 years of relevant experience with a Bachelor's degree or 3 years with a Master's degree.
• Understanding and interpretation of Basel II Accord.
• Awareness of financial crime risks.

Responsibilities

• Assess the conceptual soundness of models.
• Evaluate the quality and relevance of input data.
• Document findings in validation reports.

Skills

SAS Base

SAS EG

Python

Matlab

R

Risk quantification

Analytical skills

Interpersonal skills

Education

Bachelor’s degree in statistics, actuarial, finance, mathematics or a related field

Master’s degree in relevant field

Job description

A major financial institution in Canada is seeking a Senior Data Scientist for their Risk Management team to act as a model validation specialist. The role involves assessing model conceptual soundness, evaluating data quality, and collaborating with stakeholders. Candidates should possess a Bachelor’s degree with relevant experience in risk quantification. The bank offers a hybrid work environment and competitive benefits, promoting a positive employee experience and continuous personal development.