Senior Data Scientist

Location: Montreal

Area(s) of interest:  Business intelligence and data
Location(s):  Montreal
A career as a Senior Data scientist, Team Lead, in the Governance and Credit quality team at National Bank means serving as a specialist in credit decision model validation. This position allows you to have a positive impact on the Bank's risk management thanks to your expertise in modelling, credit risk and quantitative methods. You contribute to the independent assessment of the models used for credit activities for Personal Banking and small and Medium-sized businesses.

You also provide technical leadership to your colleagues and participate in strategic projects that influence the Bank's models, decision-making strategies and risk profile.
Carry out and oversee independent model risk assessments for credit decision models intended for individuals and SMEs, by analysing their methodological robustness, assumptions, limitations, and risks related to their approval, implementation and use.
Monitor the performance of models in production by analysing results, identifying gaps, drifts and emerging risks, and recommending the actions required to maintain an acceptable level of risk.
Act as a reference in managing the model lifecycle, ensuring the consistent application of regulatory requirements, internal policies and model risk management standards.
Draft and review validation reports, conclusions and recommendations, clearly communicating findings, issues, risks and impacts on credit decisions and risk management.
Participate in strategic projects related to retail and SME credit activities by assessing the impact of the proposed changes on the Bank's models, decision-making strategies, credit processes and risk profile.
Act as a technical reference for the team and business partners, contributing to the resolution of complex issues, supporting audits and regulatory reviews, and promoting the continuous improvement of model risk validation and management practises.
A career as a Senior Data scientist, Team Lead, in the Governance and Credit quality team at National Bank means serving as a specialist in credit decision model validation. This position allows you to have a positive impact on the Bank's risk management thanks to your expertise in modelling, credit risk and quantitative methods. You contribute to the independent assessment of the models used for credit activities for Personal Banking and small and Medium-sized businesses.

You also provide technical leadership to your colleagues and participate in strategic projects that influence the Bank's models, decision-making strategies and risk profile.
Your job
Carry out and oversee independent model risk assessments for credit decision models intended for individuals and SMEs, by analysing their methodological robustness, assumptions, limitations, and risks related to their approval, implementation and use.
Monitor the performance of models in production by analysing results, identifying gaps, drifts and emerging risks, and recommending the actions required to maintain an acceptable level of risk.
Act as a reference in managing the model lifecycle, ensuring the consistent application of regulatory requirements, internal policies and model risk management standards.
Draft and review validation reports, conclusions and recommendations, clearly communicating findings, issues, risks and impacts on credit decisions and risk management.
Participate in strategic projects related to retail and SME credit activities by assessing the impact of the proposed changes on the Bank's models, decision-making strategies, credit processes and risk profile.
Act as a technical reference for the team and business partners, contributing to the resolution of complex issues, supporting audits…