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Desjardins GroupPosted 1 month ago

Data Scientist, Credit Risk Quantification

HybridMontréal, Quebec, Canada

Full TimeDoctorate Or Professional DegreeEnterprise

Job Summary

Data Scientist, Credit Risk Quantification (temporary position for 12 months) at Desjardins in Montréal leads development and maintenance of credit risk models, quantifies risks and informs credit decisions. Responsibilities include designing and using mathematical models for risk management, balancing business needs with risk governance, leading or contributing to projects, serving as a subject-matter expert for stakeholders, translating analyses into plain-language guidance, and monitoring industry trends to update risk practices. Requires a bachelor’s degree in a quantitative field, 4+ years of relevant experience, credit risk quantification experience, SAS/SQL/Python proficiency, Basel and IFRS knowledge, and French proficiency, with a hybrid work arrangement.

Required Qualifications

  • Bachelor’s degree in math, statistics, economics, finance or a related field
  • A minimum of four years of relevant experience
  • Experience in credit risk management and quantification
  • Knowledge of French is required
  • Proficiency with SAS, SQL and Python programming tools
  • Knowledge of Basel standards
  • Knowledge of IFRS standards

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