Skip Navigation

Data Scientist

Apply now Job ID 7207407504 Date posted 04/26/2021

Primary Locations: Montreal, Quebec

Employee Status: Regular

Schedule: Full-time


  • Do you like statistics, solving problems and optimizing the risk/return ratio?
  • Do you have experience in credit risk management, pricing models or with RAROC? Would you like to put this knowledge to good use in a team of experts?
  • Are you good with large amounts of data? Do you enjoy transforming and interpreting it, and communicating your findings?
  • Are you creative? Do you like having the leeway to invent and develop new ways of doing things or improve processes already in place?

Being a Data Scientist – Portfolio Management and Risk-Based Pricing means acting as an expert in identifying issues or opportunities within the commercial credit portfolio. You’ll apply rigorous statistical and financial analysis methods to large databases to leverage and communicate the information that will help Risk Management and the Commercial Banking sector make informed decisions.  You’ll also become an expert in risk-adjusted pricing and help maximize the risk/return relationship between the Commercial Banking and Capital Markets sectors.

Want to find out more?

This position reports to the Senior Manager – Portfolio Management and Risk-Based Pricing.

Duties

  • Help create and develop an automated monitoring device for the commercial credit portfolio and use it for data analysis and value-added tools
  • Directly support our business partners in adjusting risk-based pricing for certain complex transactions, based on performance measures such as RAROC
  • Manipulate a large amount of data and use modern visualization tools (Power BI) to make analytical results more user-friendly
  • Communicate with senior management on a regular basis to influence decision-making and optimal management of the commercial credit portfolio

Requirements

  • Master’s degree in a quantitative discipline (financial engineering, economics, finance, statistics, etc.)
  • Superior analytical skills and learning ability 
  • Good communication skills, including an ability to explain complex or abstract concepts and to present information
  • Bilingualism, both spoken and written (English and French)

Assets

  • Programming languages: SAS, SQL, VBA, Python (expert in at least one language)
  • Interpersonal skills, independent, focus on results
  • Knowledge of concepts related to credit risk management (PD, EAD, LGD), economic capital and RAROC, and experience in the banking system
  • Software: Power BI, Power Apps, Moody’s Risk Frontier, Moody's Deal Analyzer, Excel

The Bank has innovated by modernizing its performance evaluation system to better meet our clients’ evolving needs. From now on, the corporate values (expected behaviours) of partnership, agility and empowerment count as much as the business objectives. 

Working at National Bank means having access to competitive working conditions, a wide range of employee benefits, a dynamic work environment and telemedicine services. 

National Bank values all aspects of diversity and sees it as a tremendous source of wealth. We want to offer an open, respectful work environment where all employees can achieve their full potential. Senior management has made a concrete commitment to promote this value across all sectors of the organization.  We're committed to providing accommodations as needed and ensuring accessibility during the recruitment process and after hiring.  If you have any specific needs, please let us know during our initial conversation and we'll be happy to accommodate you. 

JobField: Business Intelligence and Data

Unposting Date: 2021-05-10

Job Number: BUS000JF

Posting Date: 2021-04-26

Apply nowSend this opportunity via email

Job Matching

Let us search jobs for you based on the skills and experience listed in your profile.

Start matching