Advance your career as a Data Scientist in the Risk Model Validation team at National Bank, ensuring strong compliance and model accuracy. Embrace a hybrid work model that emphasizes flexibility.
In this influential Data Scientist position, you will validate credit risk models by scrutinizing their statistical rigor and regulatory compliance. Your work includes reporting on model risks and performance while collaborating with diverse stakeholders to enhance validation practices. With a commitment to high-quality governance, your role is essential to the Bank's credit risk management framework.
Key Responsibilities:
• Evaluate credit risk models for soundness and compliance
• Test and analyze data integrity and relevance
• Conduct sensitivity tests and performance evaluations
• Identify and document model risk uncertainties
• Create comprehensive validation reports for stakeholders
Requirements:
• Master’s or bachelor's in quantitative disciplines
• At leas...