About the role

Data Scientist quantifying credit risk and developing models at Desjardins Group in Montréal. Leading projects and providing expertise in credit risk management and quantification.

Responsibilities

Design, use and develop mathematical models for risk management and diligently prepare associated documentation
Balance business needs, risk management, requirements and best practices
Lead or contribute to projects, mandates or activities in your field of expertise
Serve as a subject-matter expert to support various units and stakeholders across the organization
Explain information in plain language and based on the target audience in order to facilitate comprehension and, if applicable, decision making
Monitor the industry to understand and anticipate trends in your field of expertise to develop and update relevant best practices for the organization.

Bachelor’s degree in math, statistics, economics, finance or a related field
A minimum of four years of relevant experience
Experience in credit risk management and quantification
Knowledge of French is required
Intermediate advanced proficiency of English due to the nature of the duties or work tools or because the position involves interactions with English-speaking partners, members and/or clients
Proficiency with SAS, SQL and Python programming tools
Knowledge of Basel standards
Knowledge of IFRS standards

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