Description
A career as a Senior Data scientist on the risk Management team at National Bank means acting as a model validation specialist. This position allows you to have a positive impact on our organisation thanks to your expertise in risk quantification and management, as well as your analytical and interpersonal skills.
Your job
- Assess the conceptual soundness of models (mathematical specifications, regulatory compliance, limits, etc.)
- Assess the quality and relevance of input data, verify assumptions and the treatment of outliers
- Assess the accuracy and performance of models (robustness, stability, sensitivity analyses, backtesting, benchmarking)
- Identify uncertainties and assess the risk associated with the models
- Documenting analyses findings and conclusions in validation reports
- Interact with stakeholders (model developer/owner, governance committees, senior management)
Your team
The risk Management team is made up of more than 133 specialists who work agile, proactive and collaborative to seize opportunities. keep up with the latest technology and continuously improve processes.
Within the risk Management sector, you are part of a large team of 12 colleagues and you will report to the Senior Manager - Data Validation Analytics. Our team stands out for (to be completed). Our goal is to offer you maximum flexibility to promote your quality of life. This includes a hybrid work environment and a flexible and adaptable schedule.
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, Harvard Learning Centre and coaching and mentoring support are available to you at any time.
Prerequisites
- A Bachelor’s degree in statistics, actuarial, finance, mathematics or a related field and 5 years of relevant experience or a completed master’s degree and 3 years of relevant experience
- Master credit risk parameter estimation models
- Understand and interpret Basel II Accord
- Be aware of the risks related to financial crime
- Proficient SAS Base, SAS EG, Python, Matlab, R
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. * 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 * Opportunities to get involved in community initiatives * Telemedicine service * Virtual sleep clinic These are a few of the benefits available to you. 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 actively listen to employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication is encouraged. We're putting people first 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 peoples' lives. Our core values of partnership, agility, and empowerment inspire us, and inclusivity is central to our commitments. We offer a barrier-free workplace that is accessible to all employees. We want our recruitment process to be fully accessible. If you require accommodation, feel free to let us know during your first conversations with us. We welcome all candidates! What can you bring to our team? Come live your ambitions with us!
