Senior Data Scientist, Model Validation (Montreal)

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 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 uncertainti...