Senior Data Scientist for Model Validation

As a Senior Data Scientist at National Bank, focus on validating credit risk models to ensure accuracy and compliance with regulations. Contribute extensively to model governance initiatives.
In this senior role, you will assess and validate credit risk models within the Risk Management sector. Your expertise will drive the evaluation of model assumptions, data integrity, and statistical techniques. You will also collaborate with key stakeholders, offering independent judgments and recommendations for improvement.
Key Responsibilities:
• Evaluate credit risk models for robustness and regulatory compliance
• Identify and document model uncertainties and limitations
• Perform testing on model performance through various methodologies
• Produce validation reports detailing findings and analyses
• Act as a technical resource during audits and regulatory assessments
Requirements:
• Master’s or bachelor’s degree in a quantitative discipline
• At least five years...