Expert Data Scientist for Risk at National Bank
Banque Nationale du Canada
Elevate your career as a Senior Data Scientist within the risk management team at National Bank in Montreal. Leverage your expertise to perform model validations and enhance risk mitigation strategies. In this position, you will focus on assessing the effectiveness of risk models and maintaining compliance with Basel II standards. Working collaboratively in a hybrid setup, you will interact with stakeholders to document and communicate validation findings effectively. Your analytical skills will play a vital role in shaping the bank's risk management decisions. Key Responsibilities:
- Evaluate mathematical models for conceptual soundness
- Ensure input data quality through thorough analysis
- Perform stability and sensitivity tests on model performance
- Identify and document risks associated with models
- Collaborate with governance committees and other stakeholders
- Bachelor’s degree with 5 years or master’s with 3 years experience
- Familiarity with Basel II and financial crime analytics
- Strong proficiency in Matlab and Python programming
- Analytical skills in statistics and credit risk modeling
- Excellent storytelling and team-oriented communication skills
Vacancy posted 3 hours ago
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