A career as a Data Scientist, Credit Risk Model Monitoring and Analytics means acting as an expert in applying rigorous and recognized statistical methods on large databases to analyze the performance of existing models. It also means carrying out varied and complex quantitative analyses. It will be through your autonomy, your rigor, and your spirit of initiative that you will stand out.
Your job:
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Produce and analyze the performance of the models developed on a quarterly basis using recognized statistical measures
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Evolve the performance monitoring framework
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Perform and document ad-hoc quantitative portfolio analysis
Your team:
Within the Credit and Climate Risk Analytics sector, you are part of a vice-presidency of about fifty colleagues and a team of about ten colleagues. You report to the Senior Director, Credit Risk Models. Our team is distinguished by a variety of expertise in credit risk and quantitative methods. You benefit from a flexible and hybrid working environment.
Prerequisite:
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Bachelor's degree (mathematics, statistics, econometrics, financial engineering, etc.) and 3-5 years of relevant experience or industry-related master's degree and 1-3 years of relevant experience
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Experience in statistical and probabilistic modeling
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Experience in developing credit risk models (PD, LGD and EAD) is an asset
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Good knowledge of performance monitoring approaches in a credit risk environment
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Good programming skills, preferably SAS or SQL
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Knowledge of the Basel Accord and IFRS9 is an asset
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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.
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Health and wellness program, including many options
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Flexible group insurance
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Generous pension plan
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Employee Share Ownership Plan
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Employee and Family Assistance Program
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Preferential banking services
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Opportunities to get involved in community initiatives
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Telemedicine service
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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!
Demo
Quebec, QC
Full Time