Shape the future of risk management as a Data Scientist in Desjardins' Prospective Analysis Department. Your expertise in quantitative analysis is vital in supporting IFRS 9 provisions and credit metrics projects.
This role requires collaboration with risk management and finance experts to deliver forward-looking analyses. Key activities include calculating risk projections, monitoring credit-weighted assets, and using statistical tools to develop comprehensive models. You’ll contribute to strategic decisions while adhering to Basel regulations.
Key Responsibilities:
• Calculate risk information for IFRS 9 provisions
• Analyse expected loss projections during assessments
• Monitor and project credit-weighted assets
• Develop mathematical risk models and documentation
• Contribute to risk management projects and best practices
Requirements:
• Bachelor's degree in a related discipline
• At least four years of relevant experience
• Knowledge in SAS, SQL, a...