At a Glance
- Tasks: Develop and monitor IFRS 9 models using Python, SAS, and SQL.
- Company: Join National Bank, a leader in credit risk analytics.
- Benefits: Competitive salary, professional development, and a collaborative work environment.
- Other info: Dynamic role with opportunities for career advancement.
- Why this job: Make a real impact on credit risk management and support innovative financial solutions.
- Qualifications: Master’s or PhD in a quantitative field with credit risk experience.
The predicted salary is between 121500 - 148500 $ per year.
Develop IFRS 9 and stress testing models at National Bank, using Python, SAS, SQL, and strong credit risk analytics expertise. Support wholesale and retail portfolios. As a Senior Data Scientist in Credit Risk Analytics, you will develop, recalibrate, and monitor quantitative models. You will analyze IFRS 9 results, assess expected credit loss impacts, and support related risk functions including RWA and Economic Capital. Your work will inform credit risk management and senior management analysis.
Key Responsibilities:
- Develop and recalibrate IFRS 9 and stress testing models
- Document data selection, modeling techniques, and implementation
- Conduct backtesting and monitor model performance
- Assess expected credit loss impacts from model and process changes
- Analyze IFRS 9 results and identify ECL movement drivers
Requirements:
- Master’s or PhD in a relevant quantitative field
- Two to three years in credit risk model development or validation
- Knowledge of IFRS 9 and regulatory requirements
- Experience with SAS, Python, MS Excel VBA, or SQL
- Strong analytical and communication skills
Apply credit risk modeling, IFRS 9 expertise, and analytical skills to strengthen National Bank’s risk management capabilities.
Senior IFRS 9 Credit Risk Scientist in Richmond Hill employer: National Bank of Canada
At National Bank, we pride ourselves on being an exceptional employer that fosters a dynamic and inclusive work culture. As a Senior Manager in the Business Flex team, you will benefit from our commitment to employee growth through personalized coaching and continuous learning opportunities, all while working in a collaborative environment that values your ideas and contributions. With a strong focus on health and wellness, competitive benefits, and a mission to positively impact lives, National Bank is the ideal place for those seeking meaningful and rewarding employment in Ontario.
