Junior Data Scientist - Market Risk Models

Join the Capital Markets Data Valorization Team at Desjardins as a Junior Data Scientist focused on market risk models. Contribute to model design, documentation, and risk metrics in a collaborative environment. This temporary 12-month position supports the market risk model design team, working alongside the middle office and data validation team. Ideal candidates will have strong analytical skills, technical foundation, and excellent collaboration capabilities. You will be engaged in model methodology documentation for derivatives and regulatory frameworks, enhancing risk modeling practices through diverse analysis. Key Responsibilities:

• Draft and update methodological documentation for market risk models
• Document quantification methodologies for risk metrics and regulatory standards
• Review model inputs in collaboration with stakeholders
• Implement new products in risk systems like Murex and MSCI RiskMetrics
• Participate in workshops to formalize and support model implementation

Requirements:

• Bachelor’s in finance, financial engineering, or a related field
• Minimum four years in market risk management or financial markets
• Experience with middle office or modeling teams
• Knowledge of French and advanced English proficiency
• Strong Excel skills necessary

Utilize your analytical mindset and contribute to innovative risk modeling at Desjardins. #J-18808-Ljbffr