Un(e) Data Scientist F/H (IT)

A career as a Data Scientist within the Credit Risk Models team at National Bank means putting your modeling expertise to work in assessing credit risk for both Retail and Commercial clients. You develop and deploy models based on rigorous statistical and financial analyses applied to large datasets. You also contribute to monitoring model performance to ensure their reliability and relevance over time. Develop regulatory PD, LGD, and EAD models using a rigorous and well-documented approach

Perform quantitative analyses of Retail and Commercial credit portfolios

Explain and defend developed models to internal stakeholders and regulatory authorities

Actively collaborate with IT partners and business lines to ensure proper understanding and implementation of the models

Monitor model performance using recognized statistical measures (backtesting)

Within the Credit Analytics and Climate Risk sector, you will be part of a vice-presidency of approximately one hundred colleagues and a team of four expert peers. You report to the Director - Analytics - Credit Risk Models.

Our team stands out for its diverse expertise in credit risk and quantitative methods. You will benefit from a flexible and hybrid work environment.

Master’s degree in a quantitative field (mathematics, statistics, econometrics, financial engineering, or equivalent)

• 5 to 8 years of relevant experience in quantitative analysis, modeling, or credit risk
• Experience in credit risk modeling within a banking or financial environment
• Strong programming and data manipulation skills using SQL and SAS
• Strong written communication skills (technical documentation, PowerPoint presentations)

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.

• Flexible group insurance
• Generous pension plan
• Employee and Family Assistance Program
• Opportunities to get involved in community initiatives
• Virtual sleep clinic

Whether through our surveys or programs, regular feedback and ongoing communication is encouraged.

We're a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people.