Data Scientist, Credit Risk Quantification

Desjardins • Montreal, QC

2d • Hybrid

About The Position

The Data Valorization Department is responsible for developing, monitoring and maintaining our credit risk models so that we can offer innovative financing products to our members and clients while ensuring Desjardins’s long-term viability. As a Data Scientist, Credit Risk Quantification, you help quantify risks and make credit decisions, develop and maintain models, and understand member and client behaviours and credit habits. You lead practitioners on projects that develop and use credit models for the institution’s business activities. You serve as a specialist advisor, resource person and coach for the team and business partners.

Requirements

• Bachelor’s degree in math, statistics, economics, finance or a related field
• A minimum of four years of relevant experience
• Experience in credit risk management and quantification
• Knowledge of French is required
• Intermediate 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
• Proficiency with SAS, SQL and Python programming tools
• Knowledge of Basel standards
• Knowledge of IFRS standards

Nice To Haves

• Other combinations of qualifications and relevant experience may be considered
• Trade Union (If applicable)

Responsibilities

• Design, use and develop mathematical models for risk management and diligently prepare associated documentation
• Balance business needs, risk management, requirements and best practices
• Lead or contribute to projects, mandates or activities in your field of expertise
• Serve as a subject-matter expert to support various units and stakeholders across the organization.
• Explain information in plain language and based on the target audience in order to facilitate comprehension and, if applicable, decision making
• Monitor the industry to understand and anticipate trends in your field of expertise to develop and update relevant best practices for the organization.

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

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level