Job Description
Become a Senior Data Scientist at National Bank, specializing in credit risk model validation within the Risk Management sector. Your role will significantly impact the Bank’s compliance and credibility in financial stability.
In this important position, you will validate the robustness of credit risk models and ensure alignment with regulatory frameworks like ICAAP and IFRS 9. Your ability to analyze data integrity and draft validation reports will support effective governance and risk management. Collaborate with various teams to enhance the validation processes.
Key Responsibilities:
• Evaluate the mathematical and statistical soundness of models
• Investigate data quality and relevant exclusions
• Perform robustness analyses and sensitivity tests on models
• Document and escalate model uncertainties to key stakeholders
• Assist in regulatory reviews and audits with documentation
Requirements:
• Bachelor’s or master’s in a quantitative discipline
• At l...
In this important position, you will validate the robustness of credit risk models and ensure alignment with regulatory frameworks like ICAAP and IFRS 9. Your ability to analyze data integrity and draft validation reports will support effective governance and risk management. Collaborate with various teams to enhance the validation processes.
Key Responsibilities:
• Evaluate the mathematical and statistical soundness of models
• Investigate data quality and relevant exclusions
• Perform robustness analyses and sensitivity tests on models
• Document and escalate model uncertainties to key stakeholders
• Assist in regulatory reviews and audits with documentation
Requirements:
• Bachelor’s or master’s in a quantitative discipline
• At l...