Data Scientist - Montréal, Canada - National Bank of Canada
Description
Your job:
- Develop PD, LGD and EAD regulatory models following a rigorous and documented approach
- Perform quantitative personal and business portfolio analysis
- Popularize and defend the models developed with internal partners and regulatory authorities
- Actively participate with IT partners and business lines to ensure the understanding and implementation of the models developed
- Monitor the performance of models developed using recognized statistical measures (backtesting)
Your team:
Within the Credit Analytics and Climate Risks sector, you are part of a vice-presidency of about fifty colleagues and a team of about ten expert colleagues.
Prerequisite:
- Bachelor's degree related to the industry (mathematics, statistics, econometrics, financial engineering, etc.) and 35 years of relevant experience or Master's degree related to the industry and 13 years of relevant experience
- Experience in statistical and probabilistic modeling
- Good programming knowledge, preferably SAS or SQL
- Knowledge of the Basel Accord and IFRS9 is an asset
- Good writing skills (technical documentation, PowerPoint presentation)
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
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.
Come live your ambitions with us
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