Senior Data Scientist in Model Validation

Join National Bank as a Senior Data Scientist focusing on validating credit risk models. Leverage your expertise in statistical modeling and regulatory standards to ensure financial integrity. This role in the Risk Management Models team prioritizes assessing credit risk models for compliance with regulatory frameworks such as Basel II and III. With over five years of experience, you will analyze data integrity, draft validation reports, and collaborate with stakeholders to address model risks effectively. Key Responsibilities:

• Validate credit risk models per regulatory requirements
• Analyze quality and assumptions of underlying data
• Conduct performance tests with benchmarks and sensitivity analyses
• Identify and elevate model risks effectively
• Draft transparent validation reports outlining key findings

Requirements:

• Degree in statistics, finance, or related fields
• Over five years’ experience in credit risk modeling
• Expertise in Basel II and III frameworks
• Familiarity with ICAAP and IFRS 9 governance
• Proficiency in analytical tools like Python, SAS, or R

Enhance model governance at National Bank through your validation expertise and analytical skills. #J-18808-Ljbffr