Senior Data Scientist in Risk Management

Become a Senior Data Scientist with National Bank, focusing on validating credit risk models for regulatory compliance. Ensure robustness and reliability while enhancing governance frameworks.
In this senior role within the Risk Management Models team, you will assess credit risk models' soundness and regulatory alignment. Key responsibilities include analyzing data integrity, testing model performance, and drafting comprehensive validation reports. Your expertise will also provide critical support during audits and regulatory reviews.
Key Responsibilities:
• Evaluate credit risk models' conceptual soundness and compliance
• Analyze data quality and model assumptions thoroughly
• Perform robustness and stability analyses on models
• Draft rigorous validation reports detailing findings
• Collaborate with stakeholders to improve validation practices
Requirements:
• Master’s or bachelor’s in a quantitative field
• At least five years of experience in credit r...