Senior Data Scientist in Risk Management

Elevate model validation as a Senior Data Scientist within the Risk Management Models team at National Bank. Play a vital role in ensuring regulatory compliance and model reliability.
This senior position focuses on the independent validation of credit risk models, analyzing their conceptual and statistical foundations. You will validate model performance, assess data quality, and identify uncertainties, ensuring risks are well documented and escalated as necessary. Your role supports the governance framework and enhances the Bank's regulatory credibility.
Key Responsibilities:
• Validate mathematical formulations and statistical rigor
• Analyze data integrity and key assumptions
• Conduct sensitivity and robustness testing
• Document model risks in clear reports
• Collaborate during audits and regulatory reviews
Requirements:
• Degree in statistics, finance, or related field
• Over five years of relevant financial experience
• Expertise in statistical ...