Credit Risk Modelling Data Scientist

Posted 2 hours ago

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About the role

  • Credit risk modelling data scientist developing and maintaining models for Desjardins. Guiding risk quantification, credit decisions, compliance, and practitioner-led modelling projects.

Responsibilities

  • Design, use and improve mathematical models for risk management and prepare associated documentation
  • Ensure alignment between business needs, risk management, and compliance with requirements and best practices
  • Lead or contribute to projects, initiatives or activities in the field of expertise
  • Serve as a specialist advisor and subject matter expert for organizational units and practitioners
  • Adapt information for different target audiences to support understanding and decision-making
  • Monitor industry trends and develop and update relevant organizational best practices
  • Lead practitioners on projects involving credit models
  • Interact with related areas of expertise to understand and communicate issues and influence decision-making

Requirements

  • Bachelor’s degree in math, statistics, economics, finance or a related field
  • A minimum of six years of relevant experience
  • Other combinations of qualifications and relevant experience may be considered
  • Experience in credit risk management and quantification
  • Knowledge of French is required
  • Intermediate advanced proficiency of English
  • Proficiency with SAS, SQL and Python programming tools
  • Knowledge of Basel standards
  • Knowledge of IFRS standards

Benefits

  • Competitive salary and annual bonus
  • 4 weeks of flexible vacation starting in the first year
  • Defined benefit pension plan that provides predictable, stable income throughout retirement
  • Group insurance including telemedicine
  • Reimbursement of health and wellness expenses and telework equipment

Job type

Full Time

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

PythonSQL

Location requirements

HybridMontrealCanada

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