Data Scientist, Financial Crime Analytics
Desjardins
PythonSQL
Data Scientist, Model Validation
Desjardins
full-time
Posted on:
Location Type: Hybrid
Location: Montréal • 🇨🇦 Canada
Visit company websiteJob Level
Mid-LevelSenior
Tech Stack
PythonSQL
About the role
- Ensure that modelling processes make appropriate use of available data based on characterization, quality and processing as part of strategic initiatives
- Ensure that predictive modelling is carried out according to the required standards and that Desjardins Group’s quality criteria are met through the validation process
- Analyze the business needs behind the model and confirm the model’s suitability through validation
- Ensure that the programming required to prepare and mine data, and to develop, evaluate, support, roll out and manage highly conceptually complex and innovative models meets the required standards
- Use advanced and innovative statistical, machine learning and artificial intelligence methods to test the methodologies proposed by the first line of defence
- Help draft guidelines and methods and shape methodological and technological choices
- Advise and train teams on quantitative model validation methods and update them to improve delivery speed
- Identify opportunities to optimize rules and systems, anticipate underlying impacts of changes and help develop data management and modelling support tools
- Represent teams with various internal interested parties
- Monitor the industry to understand and anticipate trends in your field of expertise in model validation, with a view to developing and updating practices that are contextually appropriate for the organization.
Requirements
- Bachelor's degree in a related field
- A minimum of four years of relevant experience, including at least three years of analytical experience
- Knowledge of French is required
- Intermediate knowledge of English due to the nature of the duties or work tools or because the position involves interactions with English-speaking partners, members and/or clients
- Proficiency in risk management models in at least one of the following areas:
- Credit: Scoring models, shadow ratings, IFRS 9 and regulatory parameters (PD, LGD, EAD, SICR, ECL, for example), including economic capital calculation and stress testing using SAS, Python, MATLAB and RiskFrontier
- Liquidity: Pre-payment models, LCR, NCCF including economic capital calculation and stress testing using QRM and Python
- Knowledge of mathematical modelling and statistics
- Knowledge of programming: C++, SQL, Python, MATLAB, VB, SAS
- Knowledge of the banking industry
- Knowledge of Basel regulations
Benefits
- 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
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
predictive modellingstatistical methodsmachine learningartificial intelligencedata miningquantitative model validationrisk management modelsmathematical modellingprogrammingstress testing
Soft skills
analytical skillscommunicationtrainingadvisingteam collaborationguideline draftingmethodological choicesoptimizationtrend monitoringproblem-solving
