As Data Scientist, Credit Risk, you assist with credit risk management analysis, disclosure, research and development. You design, apply and update mathematical models to maintain consistency and balance business needs, risk management, requirements and best practices. More specifically, you’ll work on mathematical models used to calculate collective allowance under standard IFRS 9 and credit economic capital requirements. 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 that’s appropriate for the target audience 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.

Please refer the Job description for details