Senior Credit Risk Modelling Data Scientist
- Montréal, QC, Canada
Hybrid
Full-time
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Job details
- Job type
- Full-time
- Workplace
- Hybrid
- Apply by
- Posting language
- English
- Posted
Original job description
The Data Valorization Department develops, monitors and maintains our credit risk models so that we can offer innovative financing products to our members and clients while ensuring Desjardins’s long-term viability. As a Senior Credit Risk Modelling Data Scientist, you help meet the organization’s needs for risk quantification and credit decision-making, as well as the development and maintenance of models and the understanding of member and client behaviours and credit habits. You lead practitioners on projects that develop and use credit models for the institution’s business activities. Your initiatives require extensive, in-depth knowledge of credit risk, current standards and regulations, and advanced statistical knowledge. You serve as a data use specialist advisor and subject matter expert for practitioners, as well as a resource person and coach for the team. You interact with a wide range of individuals working in related areas of expertise to understand and communicate issues and influence decision-making. More specifically, you will be required to:
- Design, use and develop mathematical models for risk management and diligently prepare associated documentation
- Balance business needs, risk management, requirements and best practices
- Lead or contribute to projects, mandates or activities in your field of expertise
- Serve as a specialist in your field of expertise for units in the organization and practitioners
- Explain information in plain language and based on the target audience in order to facilitate comprehension and, if applicable, decision making
- Monitor the industry to understand and anticipate trends in your field of expertise to develop and update relevant best practices for the organization
What we offer*
- Competitive salary and annual bonus
- 4 weeks of flexible vacation starting in the first year
- Defined benefit pension plan that provides predictable, stable income throughout retirement
- Group insurance including telemedicine
- Reimbursement of health and wellness expenses and telework equipment
* Benefits apply based on eligibility criteria.
What you bring to the table
- Bachelor’s degree in math, statistics, economics, finance or a related field
- A minimum of eight years of relevant experience
- Please note that other combinations of qualifications and relevant experience may be considered
- Experience in credit risk management and quantification
- Knowledge of French is required
- Intermediate advanced proficiency of English due to the nature of the duties or work tools or because the position involves interactions with English-speaking partners, members and/or clients
- Proficiency with SAS, SQL and Python programming tools
- Knowledge of Basel standards
- Knowledge of IFRS standards
Equity, Diversity, Inclusion and Accessibility
At Desjardins, we believe in equity, diversity and inclusion. We're committed to welcoming, respecting and valuing people for who they are as individuals, learning from their differences, embracing their uniqueness, and providing a positive workplace for all. At Desjardins, we have zero tolerance for discrimination of any kind. We believe our teams should reflect the diversity of the members, clients and communities we serve.
If there's something we can do to help make the recruitment process or the job you're applying for more accessible, let us know. We can provide accommodations at any stage in the recruitment process. Just ask!
Trade Union (If applicable)
Job Family
Data (FG)Unposting Date
2026-12-4More about this job
Responsibilities
The Senior Credit Risk Modelling Data Scientist at Federation Caisses Desjardins will design and maintain mathematical credit risk models, document them, and lead projects. The role also advises colleagues as a subject matter expert and explains model results in plain language.
Requirements
Candidates need a bachelor's degree in math, statistics, economics, finance or a related field and at least eight years of credit risk experience. They must be fluent in French, have intermediate-advanced English, and know SAS, SQL, Python, Basel and IFRS standards.
Skills
- SAS
- SQL
- Python
- Basel standards
- IFRS standards
- credit risk modelling
- credit risk management
- risk quantification
- statistical modelling
- mathematical modelling
- model documentation
- advanced statistics
- project leadership
- coaching
- stakeholder communication
- regulatory knowledge
- French
- English
Benefits
- Annual bonus
- Flexible vacation
- Defined benefit pension plan
- Group insurance with telemedicine
- Health and wellness expense reimbursement
Categories
- Finance & Accounting
- Data & Analytics
- Insurance
Keywords
- credit risk modelling
- credit risk
- risk quantification
- SAS
- SQL
- Python
- Basel
- IFRS
- data science
- statistical modelling
- model documentation
- credit models
- risk management
- financial risk
- data scientist
- Desjardins
- French
- hybrid
Seniority
Senior
Perks
- Generous paid time off
- Flexible hours
- Retirement plan
- Performance bonus
- Wellness program
Tools
- SAS
- SQL
- Python
Languages
- French
- English
Fields of study
- mathematics
- statistics
- economics
- finance