Senior Data Scientist

A career as a Senior Data scientist in the Credit risk models team means acting as a modelling expert. You will work on developing and deploying models to assess the credit risk of the Bank's Personal and commercial Banking clients. As a leader on the modelling team, you will share your expertise and experience to contribute to the professional development of your colleagues. You will play an essential role in strategic decision-making and continuously improve practices. Autonomy, discipline and initiative will make you stand out.

Your job:

• Define the approach, direct and develop regulatory models of probability, loss and exposure at default
• Explain and defend the models developed with internal partners and regulatory authorities
• Actively participate with it partners and business lines to ensure the models developed are understood and implemented
• Serve as a team lead and expert for colleagues, internal and external partners and on various committees
• Quickly identify issues and problems related to models, develop appropriate solutions and ensure stakeholder buy-in
• Contribute to advancing the sector in terms of the evolution of modelling and model development techniques in line with regulatory requirements and industry advances.

Your team:

Within the Credit Analytics and Climate Risk sector, you are part of a team of about fifteen expert colleagues. You report to the Senior Director of Credit Risk Models. Our team stands out for its diverse expertise in credit risk and quantitative methods. You enjoy a flexible and hybrid working environment.

We favour a variety of forms of continuous learning to enhance your development, including on-the-job learning, training content and working with colleagues with diverse backgrounds and expertise.

The Bank values continuous development and internal mobility. Our personalised training programs, based on on on-the-job learning, help you master your profession and develop new fields of expertise. Tools such as the Data Academy, language training, the Harvard Learning Centre and coaching and mentoring support are available to you at any time.

Prerequisites:

• Diploma in mathematics, statistics, financial engineering, econometrics or a related field with 5 to 7 years of relevant experience
• Modelling or statistical and probabilistic validation experience
• In-depth knowledge of credit risk management, the Basel Accord, and OSFI CAR and E-23 guidelines
• Solid knowledge of programming, preferably SAS or SQL
• Solid knowledge of IFRS9 and its application, an asset.
• Strong interest in Artificial Intelligence (AI)

Your benefits

In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family such as:

* Health and wellness program, including many options

* Flexible group insurance

* Generous pension plan

* Employee Share Ownership Plan

* Employee and family assistance program

* Preferential banking services

* Involvement in community initiatives

* Telemedicine service

* Virtual sleep clinic

We have an offer that keeps up with trends as well as your needs and those of your family.

Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We value employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication are encouraged.

Making a bold move in a people-first environment

We’re a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on people’s lives. Our core values of partnership, agility, and empowerment inspire us, and inclusion is central to our commitments. We aim, wherever possible, to provide a barrier-free and accessible environment to all employees.

We strive to provide accessibility measures throughout the recruitment process within the limits of our available resources. If you require accommodations, feel free to let us know during our initial conversations. We welcome all candidates! What can you bring to our team?

Join us!