Data Scientist Model Validation Expert Laval

Take on a pivotal role at National Bank as a Data Scientist focused on validating credit risk models. Your contributions will ensure that models meet regulatory standards and maintain the Bank's financial integrity. As a Senior Data Scientist in the Risk Management Models team, you will utilize your skills in statistical modeling and regulatory frameworks.

By assessing model soundness and analyzing data integrity, you'll help drive compliance in ICAAP and IFRS 9 models. This role entails rigorous reporting and collaboration with various stakeholders.

Key Responsibilities

• Validate credit risk models against 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

Utilize your validation skills to enhance model governance at National Bank.