Data Scientist, Market Risk Model Design

Posted 2 days ago

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About the role

  • Data Scientist responsible for methodologies of market risk models in a hybrid role. Collaborating with teams on documentation, risk metrics, and regulatory frameworks.

Responsibilities

  • Help draft and update methodological documentation for derivatives and market risk models.
  • Help update and document quantification methodologies for risk metrics (VaR, stress tests) and regulatory frameworks (FRTB, SIMM, ICAAP).
  • Help review model inputs and components, in collaboration with stakeholders.
  • Help implement new products in risk systems (Murex, MSCI RiskMetrics, FIS Adaptiv).
  • Participate in workshops to formalize model needs and support their implementation.
  • Contribute to the development of risk modelling practices through analysis, proposals and exploratory work.

Requirements

  • Bachelor’s degree in finance, financial engineering or a related field
  • A minimum of four years of relevant experience, ideally in a market risk management or financial market environment
  • Experience with at least one risk system, such as Murex, MSCI RiskMetrics or FIS Adaptiv
  • Knowledge of French is required
  • Advanced proficiency of English
  • Advanced Excel skills
  • Practical knowledge of programming languages such as Python, SQL and other relevant languages

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

Part Time

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

PythonSQL

Location requirements

HybridMontrealCanada

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