Data Scientist, Model Validation
Core
Validate data-driven quantitative models to ensure they meet quality standards, regulatory expectations, and business needs within the P&C insurance sector.
Role type
Senior IC data scientist (model validation)
Builds
Validated predictive models for pricing, reserving, loss management, and catastrophe risk
Domain
Property & Casualty Insurance, Model Risk Management
Deliverable
production ML models
Required skills
Statistical modeling, machine learning, Python, R, SQL, SAS, P&C insurance domain knowledge, regulatory compliance (IFRS 17, OSFI/AMF)
Preferred skills
Advanced AI methods, data management tool development, industry trend analysis
Technologies
Python, R, SQL, SAS, GLM, GAM, Chain-Ladder, Bornhuetter-Ferguson, Mack, AIR, RMS
Responsibilities
Validate predictive modeling processes against quality criteria, analyze business needs to confirm model suitability, develop and update validation guidelines, train teams on validation methods, monitor industry trends, ensure regulatory alignment
Seniority
Senior, hands-on IC