Data Scientist building production ML, NLP, and GenAI solutions for Irth’s critical - infrastructure SaaS platform. Developing Databricks pipelines and maintainable software for damage prevention and asset integrity.
About the role
- Junior data scientist supporting derivatives, VaR, stress testing, and regulatory risk models at Desjardins. Implementing methodologies and risk-system products in a hybrid Montréal role.
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 in a market risk management or financial market environment
- Other combinations of qualifications and relevant experience may be considered
- Experience working with a middle office, modelling team or model validation team
- Knowledge of French is required
- Advanced proficiency of English
- Advanced Excel skills
- Action oriented, Complexity, Customer Focus, Differences, Innovation, Interpersonal Savvy, Nimble learning
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
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