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Data Scientist, Market Risk Model Design
Desjardins. Help draft and update methodological documentation for derivatives and market risk models .
Tech Stack
Tools & technologiesPythonSQL
About the role
Key responsibilities & impact- Help draft and update methodological documentation for derivatives and market risk models
- Help update and document quantification methodologies for risk metrics (VaR, stress tests) and regulatory frameworks (FRTB, SIMM, ICAAP), according to the established standards
- Help review model inputs and components, in collaboration with stakeholders
- Help implement new products in risk systems (Murex, MSCI RiskMetrics, FIS Adaptiv)
- Participate in workshops to formalize model needs and support their implementation
- Contribute to the development of risk modelling practices through analysis, proposals and exploratory work
Requirements
What you’ll need- Bachelor’s degree in finance, financial engineering or a related field
- A minimum of two years of relevant experience, ideally in a market risk management or financial market environment
- Experience with at least one risk system, such as Murex, MSCI RiskMetrics or FIS Adaptiv
- Knowledge of French is required
- Advanced proficiency 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
- Advanced Excel skills
- Practical knowledge of programming languages such as Python, SQL and other relevant languages
Benefits
Comp & perks- 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
ATS Keywords
✓ Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
PythonSQLExcelVaRstress testsFRTBSIMMICAAPrisk modellingquantification methodologies
Soft Skills
collaborationcommunicationanalytical skillsproblem-solvingstakeholder engagementworkshop facilitationdocumentation skillsproposal developmentexploratory analysisformalization of model needs