Senior Credit Risk Data Scientist
National Bank of Canada
Apply statistical modelling and machine learning as a Senior Data Scientist in Montreal, working within a hybrid environment and flexible schedule.At National Bank, you will specialize in credit risk decision-making strategies within the modelling and risk strategies team. Develop models, analyze behavioural data, and support growth objectives for personal and commercial credit products. Collaborate with risk management teams, business lines, service providers, and partners.Key Responsibilities:
Develop statistical models and credit risk decision-making strategiesAnalyze behavioural data and recommend business growth actionsAssess model performance using Champion-Challenger approachesDocument strategies for review and approvalCoordinate implementation and conduct acceptance testsRequirements:
Bachelor's or master's degree in a quantitative fieldTwo to three years of relevant modelling experienceExperience developing statistical, econometric, or machine learning modelsKnowledge of personal and commercial credit productsProficiency in Python, R, SQL, or SASBring statistical modelling, behavioural analysis, and credit risk expertise to National Bank's advanced analytics team in Montreal.
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Develop statistical models and credit risk decision-making strategiesAnalyze behavioural data and recommend business growth actionsAssess model performance using Champion-Challenger approachesDocument strategies for review and approvalCoordinate implementation and conduct acceptance testsRequirements:
Bachelor's or master's degree in a quantitative fieldTwo to three years of relevant modelling experienceExperience developing statistical, econometric, or machine learning modelsKnowledge of personal and commercial credit productsProficiency in Python, R, SQL, or SASBring statistical modelling, behavioural analysis, and credit risk expertise to National Bank's advanced analytics team in Montreal.
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Vacancy posted 26 minutes ago
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