Data Scientist, Data valorization

Data Scientist, Data Valorization

Desjardins is looking for a senior data scientist to join the Capital Markets Data Valorization Team. The role focuses on implementing and documenting derivatives model methodology, calculating initial margin, and coordinating with middle office and analytics teams.

Responsibilities

• Help model derivatives and create and update related methodology documentation.
• Help implement new derivatives in risk systems (VaR, stress testing, etc.).
• Develop comprehensive documentation to calculate initial margin, ensuring clear and consistent approaches.
• Help analyze and review inputs and aspects of the initial margin model and foster collaboration between teams.
• Help define and implement a robust methodological structure with the senior analyst.
• Host workshops and facilitate communication between the middle office, modelling teams and other stakeholders to ensure common understanding of issues.
• Propose innovative solutions and influence strategic directions related to modelling and risk management.

Qualifications

What We Offer

Other Information

LI‑Hybrid.

At Desjardins, we believe in equity, diversity and inclusion. We are committed to welcoming, respecting and valuing people for who they are, learning from their differences, embracing their uniqueness, and providing a positive workplace for all. We have zero tolerance for discrimination of any kind.

Job Family : Data (FG)

Unposting Date : 2026-01-04

Seniority Level

Mid-Senior level

Employment Type

Full-time

Job Function

Engineering and Information Technology

Industries

Banking

EEO Statement

Desjardins is an equal opportunity employer. If there's something we can do to help make the recruitment process or the job you're applying for more accessible, let us know. We can provide accommodations at any stage in the recruitment process. Just ask!

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