Data Scientist, Validation of Financial and AI Models
Core
Lead validation of financial and AI models to ensure predictive modelling meets quality criteria and business needs.
Role type
Senior IC quantitative model validation specialist (financial risk & AI)
Builds
Validated risk, financial valuation, predictive, ML, NLP, speech recognition, and generative AI models for Desjardins Group
Domain
Financial services / Quantitative risk modeling / Artificial Intelligence
Deliverable
production ML models | dashboards & analysis
Required skills
quantitative model validation, statistical analysis, machine learning, generative AI, NLP, speech recognition, model explainability, algorithmic bias assessment, model drift monitoring, Python, SQL, SAS, R, C++, MATLAB, Basel regulations
Preferred skills
credit scoring, regulatory IFRS 9, economic capital calculations, stress testing, liquidity modeling, LCR, NCCF, large language models, conversational agents, content generation, decision optimization
Technologies
Python, SQL, SAS, R, C++, MATLAB, generative AI frameworks, NLP libraries, speech recognition tools
Responsibilities
Ensure modelling processes use available data appropriately based on characterization and quality; Validate predictive models against established standards; Analyze business needs to confirm model suitability; Develop and evaluate complex models; Test methodologies proposed by the first line of defence; Assess model robustness, performance, stability, and explainability; Draft governance documents and train teams on validation methods; Monitor industry trends in quantitative model validation and AI.
Seniority
Senior, hands-on IC with strategic intervention capabilities