Data Scientist
Description
This role within the Credit Risk Models team at National Bank involves applying modeling expertise to assess credit risk for Retail and Commercial clients. The Data Scientist will develop and deploy models based on rigorous statistical and financial analyses of large datasets, and monitor their performance for reliability and relevance. Key responsibilities include developing regulatory PD, LGD, and EAD models, performing quantitative analyses of credit portfolios, explaining models to stakeholders and regulators, collaborating with IT and business lines for model implementation, and monitoring model performance through backtesting.
What We're Looking For
Develop regulatory PD, LGD, and EAD models using a rigorous and well-documented approach.,Perform quantitative analyses of Retail and Commercial credit portfolios.,Explain and defend developed models to internal stakeholders and regulatory authorities.,Actively collaborate with IT partners and business lines to ensure proper understanding and implementation of the models.,Monitor model performance using recognized statistical measures (backtesting).
Ideal Candidate
Master's degree in a quantitative field (mathematics, statistics, econometrics, financial engineering, or equivalent).,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 at least one of the following frameworks: IFRS 9 or Basel Accords.
Minimum Education
Master's Degree
Hard Skills
Soft Skills
Work Hours
Full-Time
Benefits
About the Company
National Bank of Canada
National Bank of Canada is one of the six systemically important banks in Canada, providing a comprehensive range of financial services to individuals, businesses, and institutional clients. Headquartered in Montreal, it is the leading financial institution in Quebec and holds strong positions across the country and internationally. The bank is committed to a people-first approach, fostering an entrepreneurial culture and sustainable growth for its communities.
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