Data Scientist, Model validation
Core
Validate quantitative models for market, interest rate, and liquidity risk management to ensure compliance with quality criteria and support business decisions.
Role type
Senior IC data scientist (model validation)
Builds
Risk management models and validation frameworks for Desjardins Group
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
mathematical modelling, statistics, risk management models, Python, C++, SQL, SAS, MATLAB, VB, Basel regulations, banking industry knowledge
Preferred skills
advanced statistical methods, machine learning, artificial intelligence, data mining, stress testing, economic capital calculations
Technologies
Python, C++, SQL, SAS, MATLAB, VB, RiskMetrics, QRM
Responsibilities
Ensure modelling processes make appropriate use of available data based on characterization, quality and processing; Ensure predictive modelling is carried out according to required standards; Analyze business needs behind the model and confirm suitability; Ensure programming for data preparation and model development meets standards; Use advanced statistical, machine learning and AI methods to test methodologies; Help draft guidelines and methods and shape methodological choices; Identify opportunities to optimize rules and systems
Seniority
Senior, hands-on IC
