As a Senior Data Scientist in National Bank's IFRS-9 and Credit Risk Analytics team, you will be responsible for IFRS-9 reporting, risk analytics, process development, and risk data management. You will also support closely related risk functions, including RWA, Economic Capital, risk-based pricing and stress testing. With strong quantitative and analytical skills, rich data experience, and knowledge of IFRS-9 and regulatory requirements, you will help strengthen NBC's credit risk management by building efficient, robust risk processes and delivering insightful analysis to senior management.
Your role: - Lead the development of risk processes to support new product launching, acquisitions, new portfolio integration, data migration and risk reporting.
- Manage and execute IFRS-9 reporting processes to deliver timely and accurate ECL results.
- Analyze IFRS-9 ECL results in depth, identify key drivers of ECL movements, and prepare materials for stakeholders, external auditors, and regulators.
- Validate process inputs and outputs to support quality control and governance, and develop and maintain IFRS-9 documentation.
- Respond to ad hoc requests from IFRS-9 stakeholders and senior management accurately and efficiently.
- Manage the collaboration with IFRS-9 stakeholders, including but not limited to, Economics, Finance, IT, Business, AIRB Model Development, Model Validation Group, and Internal Audit.
- Coach junior team members in IFRS-9 reporting, risk analysis and data management.
- Identify and recommend improvements to calculation and reporting processes, including but not limited to leveraging AI tools for effective risk management and process development.
- Demonstrate insight into internal client's business and develop innovative solutions that create value.
Your team: As part of the IFRS-9 & Credit Risk Analytics sector, you will join a team of 25 colleagues and report to the Senior Director. Our team stands out for its expertise in model development, model implementation, and risk reporting across IFRS-9, stress testing, and capital. As some processes support the Bank's month-end and quarter-end public and regulatory reporting, the team occasionally works under tight deadlines and pressure. We offer a broad range of development opportunities, including coaching, hands-on learning, training courses, and collaboration with colleagues who bring diverse expertise in data analytics, model development, risk programming, and presentations to senior management.
Prerequisites: - Hold a master's degree in a relevant field such as financial engineering, finance, statistics, mathematics, economics, computer science, or data science.
- Have 3 - 5 years of professional experience in risk management; previous risk reporting in Canada and people management experience is an asset.
- Have hands-on experience managing, reconciling, and interpreting large and complex enterprise-level data sets; demonstrate strong attention to details.
- Demonstrate ability to work under pressure and tight deadline, exceptional critical thinking skills and learning skills, and knowledge of IFRS-9 and regulatory requirements.
- Have hands-on experience with SAS/SQL, Python, Microsoft Excel, and VBA.
- Have completed or be progressing toward the CFA, FRM, or SAS certification; knowledge of artificial intelligence or machine learning is an asset.
Languages: English
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Banking Communication Data Visualization Organization Skills Problem Solving Python Storytelling Teamwork Business Acumen Data-Driven Decision-Making Initiative Rigor Collaboration Self-Sufficiency
Your benefits In addition to competitive compensation, upon hiring you'll be eligible for a wide range of flexible benefits to help promote your wellbeing and that of your family such as:
* Health and wellness program, including many options
* Flexible group insurance
* Generous pension plan
* Employee Share Ownership Plan
* Employee and family assistance program
* Preferential banking services
* Involvement in community initiatives
* Telemedicine service
* Virtual sleep clinic
We have an offer that keeps up with trends as well as your needs and those of your family.
Our dynamic work environments and cutting-edge collaboration tools foster a positive employee experience. We value employees' ideas. Whether through our surveys or programs, regular feedback and ongoing communication are encouraged.
