Data Scientist

A career as a Data Scientist within the Credit Risk Models team at National Bank means putting your modeling expertise to work in assessing credit risk for both Retail and Commercial clients. You develop and deploy models based on rigorous statistical and financial analyses applied to large datasets. You also contribute to monitoring model performance to ensure their reliability and relevance over time.Your autonomy, rigor, and proactive mindset will allow you to stand out.

Your role

• Develop regulatory PD, LGD, and EAD models using a rigorous and well-documented approach
• Perform quantitative analyses of Retail and Commercial credit portfolios
• Explain and defend developed models to internal stakeholders and regulatory authorities
• Actively collaborate with IT partners and business lines to ensure proper understanding and implementation of the models
• Monitor model performance using recognized statistical measures (backtesti...