Become a vital contributor as a Senior Data Scientist specializing in model validation with National Bank’s Risk Management Models team. This hybrid opportunity focuses on ensuring robust credit risk models and compliance with regulatory standards.
As a senior professional, you’ll assess the conceptual soundness of risk models, scrutinize data integrity, and validate model performance. Your input will reinforce the governance and credibility of models critical for regulatory compliance, impacting the Bank's overall financial health.
Key Responsibilities:
• Examine the statistical robustness of credit risk models
• Validate data assumptions and exclusions effectively
• Conduct performance testing using sensitivity analyses
• Document model risks and assert key findings
• Support regulatory reviews with high-quality documentation
Requirements:
• Bachelor’s or master’s degree in a quantitative discipline
• Minimum of 5 years' experience in model validation