Data Scientist developing and maintaining credit risk models for Desjardins, a financial cooperative. Advising teams on risk quantification, Basel/IFRS standards, and credit decisions.
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 the field of expertise
Serve as a subject-matter expert to support various units and stakeholders across the organization
Explain information in plain language based on the target audience to facilitate comprehension and decision making
Monitor the industry to understand and anticipate trends and develop and update relevant best practices
Requirements
Bachelor’s degree in math, statistics, economics, finance or a related field
A minimum of four 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
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