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Data Scientist, Market Risk Model Design
DesjardinsData Scientist in Market Risk Model Design for Capital Markets, collaborating on methodologies for risk metrics and regulatory frameworks. Contributing to model development and implementation within a hybrid team setting.
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