A career as a Senior Data scientist on the risk Management team at National Bank means acting as a model validation specialist. This position allows you to have a positive impact on our organisation thanks to your expertise in risk quantification and management, as well as your analytical and interpersonal skills.

Your job

• Assess the conceptual soundness of models (mathematical specifications, regulatory compliance, limits, etc.)
• Assess the quality and relevance of input data, verify assumptions and the treatment of outliers
• Assess the accuracy and performance of models (robustness, stability, sensitivity analyses, backtesting, benchmarking)
• Identify uncertainties and assess the risk associated with the models
• Documenting analyses findings and conclusions in validation reports
• Interact with stakeholders (model developer/owner, governance committees, senior management)

Your...