Senior Data scientist
Description
This role as a Senior Data Scientist on the Risk Management team at National Bank involves acting as a model validation specialist. The position aims to positively impact the organization through expertise in risk quantification and management, analytical skills, and interpersonal skills. Key responsibilities include assessing the conceptual soundness, quality, and accuracy of models, identifying uncertainties, documenting findings, and interacting with stakeholders.
What We're Looking For
Assess the conceptual soundness of models (mathematical specifications, regulatory compliance, limits, etc.),Assess the quality and relevance of input data, verify assumptions and the treatment of outliers,Assess the accuracy and performance of models (robustness, stability, sensitivity analyses, backtesting, benchmarking),Identify uncertainties and assess the risk associated with the models,Document analyses findings and conclusions in validation reports,Interact with stakeholders (model developer/owner, governance committees, senior management)
Ideal Candidate
Master credit risk parameter estimation models,Understand and interpret Basel II Accord,Be aware of the risks related to financial crime
Minimum Education
Bachelor's degree in statistics, actuarial, finance, mathematics or a related field, or a completed Master's degree.
Hard Skills
Soft Skills
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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