Data Scientist, Credit Risk Quantification

Posted 3 days ago

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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.

Requirements

  • 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

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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