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
Bachelor's degree in finance or a related field.A minimum of eight years of relevant experience (other combinations may be considered).Experience working in a middle office.Experience modelling and valuing derivatives.Knowledge of French is required.Advanced proficiency in English.Proficiency in Excel.Knowledge of Murex.Knowledge of Python, VBA and / or SQL.What We Offer
Competitive salary and annual bonus.4 weeks of flexible vacation starting in the first year.Defined benefit pension plan that provides predictable, stable income throughout retirement.Group insurance including telemedicine.Reimbursement of health and wellness expenses and telework equipment.Benefits apply based on eligibility criteria.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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