Senior Data Scientist Model Validation

A career as a Senior Data Scientist, Validating models in the Risk Management Models team at National Bank means acting as a specialist who ensures the robustness, reliability and regulatory compliance of credit risk models. This position allows you to have a concrete impact on the financial strength of the organisation thanks to your expertise in statistical modelling, independent validation and regulatory frameworks.

Your role is key : You help strengthen the Bank’s regulatory credibility and support rigourous governance of the models used for regulatory capital, ICAAP, IFRS 9 and stress testing exercises.

Your job

• Assess the conceptual soundness of credit risk models, including mathematical formulation, statistical rigour, assumptions, limitations and alignment with regulatory requirements and internal standards
• Analyze the quality, relevance and integrity of the data used in the models, including key assumptions, exclusions, outliers and documentation quality
• Test the performance and accuracy of models using robustness and stability analyses, sensitivity tests, benchmarks and impact analyses
• Identify model uncertainties and limitations, assess the overall level of model risk and ensure that issues are understood, documented and adequately escalated in the governance framework
• Draft clear, rigourous and well-structured validation reports highlighting findings, conclusions and impacts on the use of models and risk management
• Support the team during regulatory reviews, internal and external audits by providing solid technical expertise and high-quality documentation.
• Maintain collaborative relationships and act as an expert·with key stakeholders (modelling teams, model owners, model risk management and senior management) by providing independent judgement, expert advice·and sound recommendations.
• Recommending and implementing improvements to the validation framework and practises in order to meet internal needs and align with regulatory requirements and industry practises.

Your team

Within the Risk Management sector, you are part of a team specialised in credit risk model validation and you report to the Senior Manager – Model Validation. The team stands out for its in-depth technical expertise, independence of judgement and ability to influence decisions in demanding regulatory contexts. We work diligently, collaboratively and proactively to ensure sound and compliant governance of models across the Bank.

Our goal is to offer you maximum flexibility to promote your quality of life, thanks to a hybrid work environment and flexible work schedules.

The Bank values continuous development and internal mobility. Our personalised training programs, based on on on-the-job learning, help you master your profession and develop new fields of expertise. Tools such as the Data Academy, Language Training, the Harvard Learning Centre and coaching and mentoring support are available to you at any time.

Prerequisites

• A master’s or bachelor’s degree in statistics, actuarial science, finance, economics, mathematics or a related quantitative field
• Approximately five years or more of relevant experience in a financial institution, credit risk modelling and/or model validation
• Advanced expertise in statistical methods and credit risk modelling, including key parameters such as probability of default, loss given default and exposure at default (e.g., PD, LGD, EAD).
• Solid knowledge of ICAAP and IFRS 9 frameworks and their governance and modelling implications
• Master the Basel II and III regulatory framework and its application to credit risk models and capital requirements.
• Excellent knowledge of analytical and programming tools such as SAS Viya, SAS Enterprise Guide, SQL Python, MATLAB, R or equivalent.

Your benefits

In addition to competitive compensation, upon hiring you’ll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family such as:

• Health and wellness program, including many options
• Flexible group insurance
• Generous pension plan
• Employee Share Ownership Plan
• Employee and family assistance program
• Preferential banking services
• Involvement in community initiatives
• Telemedicine service
• Virtual sleep clinic

We have an offer that keeps up with trends as well as your needs and those of your family.

Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We value employees’ ideas. Whether through our surveys or programs, regular feedback and ongoing communication are encouraged.

Making a bold move in a people-first environment

We’re a bank on a human scale that stands out for its courage, entrepreneurial culture, and passion for people. Our mission is to have a positive impact on people’s lives. Our core values of partnership, agility, and empowerment inspire us, and inclusion is central to our commitments. We aim, wherever possible, to provide a barrier-free and accessible environment to all employees. We strive to provide accessibility measures throughout the recruitment process within the limits of our available resources. If you require accommodations, feel free to let us know during our initial conversations. We welcome all candidates!

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